Robust L1 Principal Component Analysis and Its Bayesian Variational Inference

DOI10.1162/NECO.2007.11-06-397zbMATH Open1132.62048OpenAlexW2151673022WikidataQ51899599 ScholiaQ51899599MaRDI QIDQ5446249FDOQ5446249

Authors: Junbin Gao 

Publication date: 6 March 2008

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1162/neco.2007.11-06-397

Recommendations

• A pure \(L_1\)-norm principal component analysis
• Bayesian Robust PCA for Incomplete Data
• Robust sparse principal component analysis
• Improve robustness of sparse PCA by \(L_{1}\)-norm maximization
• L1-norm projection pursuit principal component analysis

Mathematics Subject Classification ID

Bayesian inference (62F15) Factor analysis and principal components; correspondence analysis (62H25) Image analysis in multivariate analysis (62H35) Statistical distribution theory (62E99)

Cites Work

• Probabilistic Principal Component Analysis
• A framework for robust subspace learning
• A robust principal component analysis

Cited In (17)

• Joint sparse principal component analysis
• Efficient and robust TWSVM classification via a minimum L1-norm distance metric criterion
• Title not available (Why is that?)
• Generalized Kalman smoothing: modeling and algorithms
• A pure \(L_1\)-norm principal component analysis
• Distance metric learning by minimal distance maximization
• Bayesian Robust PCA for Incomplete Data
• Maxi-Min discriminant analysis via online learning
• Expectation propagation for nonlinear inverse problems -- with an application to electrical impedance tomography
• A variational Bayesian method to inverse problems with impulsive noise
• An automatic robust Bayesian approach to principal component regression
• Sparse kernel learning with LASSO and Bayesian inference algorithm
• Principal component analysis based on nuclear norm minimization
• Bayesian robust principal component analysis with adaptive singular value penalty
• Variational Bayesian sparse additive matrix factorization
• Visualization of robust L1PCA
• Generalized system identification with stable spline kernels

This page was built for publication: Robust L1 Principal Component Analysis and Its Bayesian Variational Inference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5446249)