Robust L1 Principal Component Analysis and Its Bayesian Variational Inference

DOI10.1162/NECO.2007.11-06-397MaRDI QIDQ5446249zbMATH OpenOpenAlexWikidataFDO

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

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(18)

• Generalized Kalman smoothing: modeling and algorithms
• Sparse kernel learning with LASSO and Bayesian inference algorithm
• Maxi-Min discriminant analysis via online learning
• Principal component analysis based on nuclear norm minimization
• Bayesian robust principal component analysis with adaptive singular value penalty
• Joint sparse principal component analysis
• Efficient and robust TWSVM classification via a minimum L1-norm distance metric criterion
• A pure \(L_1\)-norm principal component analysis
• Expectation propagation for nonlinear inverse problems -- with an application to electrical impedance tomography
• Bayesian Robust PCA for Incomplete Data
• Variational Bayesian sparse additive matrix factorization
• A variational Bayesian method to inverse problems with impulsive noise
• Generalized system identification with stable spline kernels
• scientific article; zbMATH DE number 6982332 (Why is no real title available?)
• An automatic robust Bayesian approach to principal component regression
• Distance metric learning by minimal distance maximization
• Visualization of robust L1PCA
• Parsimonious feature extraction methods: extending robust probabilistic projections with generalized skew-t

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