Bayesian robust principal component analysis with adaptive singular value penalty

DOI10.1007/S00034-020-01358-1MaRDI QIDQ2193641zbMATH OpenOpenAlexFDO

Authors Kaiyan Cui, Guan Wang, Ningning Han, Zhan-Jie Song

Publication date 20 August 2020

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00034-020-01358-1

zbMATH Keywords

adaptive singular value penaltyBayesian modelingrobust principal component analysisvariational Bayesian inference

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Factor analysis and principal components; correspondence analysis (62H25) Computational aspects of data analysis and big data (68T09)

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Cites work

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• Bayesian robust principal component analysis with structured sparse component
• Cyclic wave packet transform on finite Abelian groups of prime order
• Enhancing sparsity by reweighted \(\ell _{1}\) minimization
• scientific article; zbMATH DE number 5957449 (Why is no real title available?)
• Joint sparse principal component analysis
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• Robust principal component analysis?
• Sparse Bayesian Methods for Low-Rank Matrix Estimation
• Structure-Aware Bayesian Compressive Sensing for Frequency-Hopping Spectrum Estimation With Missing Observations
• Wave packet transforms over finite cyclic groups
• Weighted nuclear norm minimization and its applications to low level vision

Cited in

(4)

• Bayesian robust principal component analysis with structured sparse component
• Bayesian rank penalization
• Adaptive robust principal component analysis
• An automatic robust Bayesian approach to principal component regression

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Uses Software

• PRMLT

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