Robust Subspace Learning: Robust PCA, Robust Subspace Tracking, and Robust Subspace Recovery

PCA is one of the most widely used dimension reduction techniques. A related easier problem is "subspace learning" or "subspace estimation". Given relatively clean data, both are easily solved via singular value decomposition (SVD). The problem of subspace learning or PCA in the presence of outliers is called robust subspace learning or robust PCA (RPCA). For long data sequences, if one tries to use a single lower dimensional subspace to represent the data, the required subspace dimension may end up being quite large. For such data, a better model is to assume that it lies in a low-dimensional subspace that can change over time, albeit gradually. The problem of tracking such data (and the subspaces) while being robust to outliers is called robust subspace tracking (RST). This article provides a magazine-style overview of the entire field of robust subspace learning and tracking. In particular solutions for three problems are discussed in detail: RPCA via sparse+low-rank matrix decomposition (S+LR), RST via S+LR, and "robust subspace recovery (RSR)". RSR assumes that an entire data vector is either an outlier or an inlier. The S+LR formulation instead assumes that outliers occur on only a few data vector indices and hence are well modeled as sparse corruptions.Comment: To appear, IEEE Signal Processing Magazine, July 201

Partial Sum Minimization of Singular Values in Robust PCA: Algorithm and Applications

Robust Principal Component Analysis (RPCA) via rank minimization is a powerful tool for recovering underlying low-rank structure of clean data corrupted with sparse noise/outliers. In many low-level vision problems, not only it is known that the underlying structure of clean data is low-rank, but the exact rank of clean data is also known. Yet, when applying conventional rank minimization for those problems, the objective function is formulated in a way that does not fully utilize a priori target rank information about the problems. This observation motivates us to investigate whether there is a better alternative solution when using rank minimization. In this paper, instead of minimizing the nuclear norm, we propose to minimize the partial sum of singular values, which implicitly encourages the target rank constraint. Our experimental analyses show that, when the number of samples is deficient, our approach leads to a higher success rate than conventional rank minimization, while the solutions obtained by the two approaches are almost identical when the number of samples is more than sufficient. We apply our approach to various low-level vision problems, e.g. high dynamic range imaging, motion edge detection, photometric stereo, image alignment and recovery, and show that our results outperform those obtained by the conventional nuclear norm rank minimization method.Comment: Accepted in Transactions on Pattern Analysis and Machine Intelligence (TPAMI). To appea

Robust Rotation Synchronization via Low-rank and Sparse Matrix Decomposition

This paper deals with the rotation synchronization problem, which arises in global registration of 3D point-sets and in structure from motion. The problem is formulated in an unprecedented way as a "low-rank and sparse" matrix decomposition that handles both outliers and missing data. A minimization strategy, dubbed R-GoDec, is also proposed and evaluated experimentally against state-of-the-art algorithms on simulated and real data. The results show that R-GoDec is the fastest among the robust algorithms.Comment: The material contained in this paper is part of a manuscript submitted to CVI

Best network chirplet-chain: Near-optimal coherent detection of unmodeled gravitation wave chirps with a network of detectors

The searches of impulsive gravitational waves (GW) in the data of the ground-based interferometers focus essentially on two types of waveforms: short unmodeled bursts and chirps from inspiralling compact binaries. There is room for other types of searches based on different models. Our objective is to fill this gap. More specifically, we are interested in GW chirps with an arbitrary phase/frequency vs. time evolution. These unmodeled GW chirps may be considered as the generic signature of orbiting/spinning sources. We expect quasi-periodic nature of the waveform to be preserved independent of the physics which governs the source motion. Several methods have been introduced to address the detection of unmodeled chirps using the data of a single detector. Those include the best chirplet chain (BCC) algorithm introduced by the authors. In the next years, several detectors will be in operation. The joint coherent analysis of GW by multiple detectors can improve the sight horizon, the estimation of the source location and the wave polarization angles. Here, we extend the BCC search to the multiple detector case. The method amounts to searching for salient paths in the combined time-frequency representation of two synthetic streams. The latter are time-series which combine the data from each detector linearly in such a way that all the GW signatures received are added constructively. We give a proof of principle for the full sky blind search in a simplified situation which shows that the joint estimation of the source sky location and chirp frequency is possible.Comment: 22 pages, revtex4, 6 figure