Robust principal component analysis based on advanced augmented Lagrange multiplier method

DOI10.11918/J.ISSN.0367-6234.2015.11.005MaRDI QIDQ2992713zbMATH OpenFDO

Authors Jianzhe Yang, Qiaoyu Sun, Jun Wang, Dansong Cheng, Ye Jin, Daming Shi

Publication date 10 August 2016

Full work available at URL https://doi.org/10.11918/J.ISSN.0367-6234.2015.11.005

zbMATH Keywords

Lagrange multiplierrobust principal component analysisGaussian componentconvex optimization modeloptimal initialization

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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Cited in

(1)

• scientific article; zbMATH DE number 7448151 (Why is no real title available?)

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