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Robust PCA via Regularized Reaper with a Matrix-Free Proximal Algorithm

Principal component analysis (PCA) is known to be sensitive to outliers, so that various robust PCA variants were proposed in the literature. A recent model, called reaper, aims to find the principal components by solving a convex optimization problem. Usually the number of principal components must...

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Detalles Bibliográficos
Autores principales: Beinert, Robert, Steidl, Gabriele
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8549967/
https://www.ncbi.nlm.nih.gov/pubmed/34720419
http://dx.doi.org/10.1007/s10851-021-01019-1