A Novel M-Estimator for Robust PCA
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Publication:2934008
zbMath1318.62205arXiv1112.4863MaRDI QIDQ2934008
Publication date: 8 December 2014
Full work available at URL: https://arxiv.org/abs/1112.4863
robust statisticsconvex relaxationM-estimatoriteratively re-weighted least squarescomponents analysis
Factor analysis and principal components; correspondence analysis (62H25) Nonparametric robustness (62G35) Nonparametric estimation (62G05)
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