Robust PCA and subspace tracking from incomplete observations using \(\ell _0\)-surrogates
From MaRDI portal
Publication:2259730
DOI10.1007/s00180-013-0435-4zbMath1306.65063arXiv1210.0805OpenAlexW2110323469MaRDI QIDQ2259730
Martin Kleinsteuber, Clemens Hage
Publication date: 5 March 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.0805
Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25)
Related Items
Efficient and robust background modeling with dynamic mode decomposition, Recipes for sparse LDA of horizontal data, An \(\ell_1\)-penalized adaptive normalized quasi-Newton algorithm for sparsity-aware generalized eigen-subspace tracking, Sparse exploratory factor analysis, A generalized robust minimization framework for low-rank matrix recovery, Sparse matrices in data analysis, Traditional and recent approaches in background modeling for foreground detection: an overview
Uses Software
Cites Work
- Optimization Methods on Riemannian Manifolds and Their Application to Shape Space
- Robust principal component analysis?
- A Singular Value Thresholding Algorithm for Matrix Completion
- Restricted isometry properties and nonconvex compressive sensing
- Recovering Sparse Signals With a Certain Family of Nonconvex Penalties and DC Programming
- Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item