Stable analysis of compressive principal component pursuit

DOI10.3390/A10010029MaRDI QIDQ1662624zbMATH OpenOpenAlexFDO

Authors Qingshan You, Qun Wan

Publication date 20 August 2018

Published in Algorithms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/a10010029

zbMATH Keywords

compressive principal component pursuitlow-complexity structurematrix completionstability analytic

Mathematics Subject Classification ID

Matrix completion problems (15A83) Factor analysis and principal components; correspondence analysis (62H25) Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Review text

Summary: Compressive principal component pursuit (CPCP) recovers a target matrix that is a superposition of low-complexity structures from a small set of linear measurements. Pervious works mainly focus on the analysis of the existence and uniqueness. In this paper, we address its stability. We prove that the solution to the related convex programming of CPCP gives an estimate that is stable to small entry-wise noise. We also provide numerical simulation results to support our result. Numerical results show that the solution to the related convex program is stable to small entry-wise noise under board condition.

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Cites work

• A variable-penalty alternating directions method for convex optimization
• Compressive principal component pursuit
• Exact matrix completion via convex optimization
• Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
• scientific article; zbMATH DE number 6142618 (Why is no real title available?)
• Image recovery via total variation minimization and related problems
• Robust principal component analysis?
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Cited in

(5)

• Restricted isometry property of principal component pursuit with reduced linear measurements
• Compressive principal component pursuit
• Compressive-Projection Principal Component Analysis
• Stable quaternion principal component pursuit
• Analysis of basis pursuit via capacity sets

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