2,587 research outputs found
Stable Principal Component Pursuit
In this paper, we study the problem of recovering a low-rank matrix (the
principal components) from a high-dimensional data matrix despite both small
entry-wise noise and gross sparse errors. Recently, it has been shown that a
convex program, named Principal Component Pursuit (PCP), can recover the
low-rank matrix when the data matrix is corrupted by gross sparse errors. We
further prove that the solution to a related convex program (a relaxed PCP)
gives an estimate of the low-rank matrix that is simultaneously stable to small
entrywise noise and robust to gross sparse errors. More precisely, our result
shows that the proposed convex program recovers the low-rank matrix even though
a positive fraction of its entries are arbitrarily corrupted, with an error
bound proportional to the noise level. We present simulation results to support
our result and demonstrate that the new convex program accurately recovers the
principal components (the low-rank matrix) under quite broad conditions. To our
knowledge, this is the first result that shows the classical Principal
Component Analysis (PCA), optimal for small i.i.d. noise, can be made robust to
gross sparse errors; or the first that shows the newly proposed PCP can be made
stable to small entry-wise perturbations.Comment: 5-page paper submitted to ISIT 201
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
Bayesian Robust Tensor Factorization for Incomplete Multiway Data
We propose a generative model for robust tensor factorization in the presence
of both missing data and outliers. The objective is to explicitly infer the
underlying low-CP-rank tensor capturing the global information and a sparse
tensor capturing the local information (also considered as outliers), thus
providing the robust predictive distribution over missing entries. The
low-CP-rank tensor is modeled by multilinear interactions between multiple
latent factors on which the column sparsity is enforced by a hierarchical
prior, while the sparse tensor is modeled by a hierarchical view of Student-
distribution that associates an individual hyperparameter with each element
independently. For model learning, we develop an efficient closed-form
variational inference under a fully Bayesian treatment, which can effectively
prevent the overfitting problem and scales linearly with data size. In contrast
to existing related works, our method can perform model selection automatically
and implicitly without need of tuning parameters. More specifically, it can
discover the groundtruth of CP rank and automatically adapt the sparsity
inducing priors to various types of outliers. In addition, the tradeoff between
the low-rank approximation and the sparse representation can be optimized in
the sense of maximum model evidence. The extensive experiments and comparisons
with many state-of-the-art algorithms on both synthetic and real-world datasets
demonstrate the superiorities of our method from several perspectives.Comment: in IEEE Transactions on Neural Networks and Learning Systems, 201
Collaborative Spectrum Sensing from Sparse Observations in Cognitive Radio Networks
Spectrum sensing, which aims at detecting spectrum holes, is the precondition
for the implementation of cognitive radio (CR). Collaborative spectrum sensing
among the cognitive radio nodes is expected to improve the ability of checking
complete spectrum usage. Due to hardware limitations, each cognitive radio node
can only sense a relatively narrow band of radio spectrum. Consequently, the
available channel sensing information is far from being sufficient for
precisely recognizing the wide range of unoccupied channels. Aiming at breaking
this bottleneck, we propose to apply matrix completion and joint sparsity
recovery to reduce sensing and transmitting requirements and improve sensing
results. Specifically, equipped with a frequency selective filter, each
cognitive radio node senses linear combinations of multiple channel information
and reports them to the fusion center, where occupied channels are then decoded
from the reports by using novel matrix completion and joint sparsity recovery
algorithms. As a result, the number of reports sent from the CRs to the fusion
center is significantly reduced. We propose two decoding approaches, one based
on matrix completion and the other based on joint sparsity recovery, both of
which allow exact recovery from incomplete reports. The numerical results
validate the effectiveness and robustness of our approaches. In particular, in
small-scale networks, the matrix completion approach achieves exact channel
detection with a number of samples no more than 50% of the number of channels
in the network, while joint sparsity recovery achieves similar performance in
large-scale networks.Comment: 12 pages, 11 figure
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