Robust PCA and subspace tracking from incomplete observations using \(\ell _0\)-surrogates

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

zbMATH Keywords

sparse matricesGrassmann manifoldrobust PCArobust subspace tracking

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25)

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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

• LMaFit
• RTRMC

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
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