Low-Multi-Rank High-Order Bayesian Robust Tensor Factorization

The recently proposed tensor robust principal component analysis (TRPCA) methods based on tensor singular value decomposition (t-SVD) have achieved numerous successes in many fields. However, most of these methods are only applicable to third-order tensors, whereas the data obtained in practice are often of higher order, such as fourth-order color videos, fourth-order hyperspectral videos, and fifth-order light-field images. Additionally, in the t-SVD framework, the multi-rank of a tensor can describe more fine-grained low-rank structure in the tensor compared with the tubal rank. However, determining the multi-rank of a tensor is a much more difficult problem than determining the tubal rank. Moreover, most of the existing TRPCA methods do not explicitly model the noises except the sparse noise, which may compromise the accuracy of estimating the low-rank tensor. In this work, we propose a novel high-order TRPCA method, named as Low-Multi-rank High-order Bayesian Robust Tensor Factorization (LMH-BRTF), within the Bayesian framework. Specifically, we decompose the observed corrupted tensor into three parts, i.e., the low-rank component, the sparse component, and the noise component. By constructing a low-rank model for the low-rank component based on the order-$d$ t-SVD and introducing a proper prior for the model, LMH-BRTF can automatically determine the tensor multi-rank. Meanwhile, benefiting from the explicit modeling of both the sparse and noise components, the proposed method can leverage information from the noises more effectivly, leading to an improved performance of TRPCA. Then, an efficient variational inference algorithm is established for parameters estimation. Empirical studies on synthetic and real-world datasets demonstrate the effectiveness of the proposed method in terms of both qualitative and quantitative results

Submodular Load Clustering with Robust Principal Component Analysis

Traditional load analysis is facing challenges with the new electricity usage patterns due to demand response as well as increasing deployment of distributed generations, including photovoltaics (PV), electric vehicles (EV), and energy storage systems (ESS). At the transmission system, despite of irregular load behaviors at different areas, highly aggregated load shapes still share similar characteristics. Load clustering is to discover such intrinsic patterns and provide useful information to other load applications, such as load forecasting and load modeling. This paper proposes an efficient submodular load clustering method for transmission-level load areas. Robust principal component analysis (R-PCA) firstly decomposes the annual load profiles into low-rank components and sparse components to extract key features. A novel submodular cluster center selection technique is then applied to determine the optimal cluster centers through constructed similarity graph. Following the selection results, load areas are efficiently assigned to different clusters for further load analysis and applications. Numerical results obtained from PJM load demonstrate the effectiveness of the proposed approach.Comment: Accepted by 2019 IEEE PES General Meeting, Atlanta, G

Functional Linear Mixed Models for Irregularly or Sparsely Sampled Data

We propose an estimation approach to analyse correlated functional data which are observed on unequal grids or even sparsely. The model we use is a functional linear mixed model, a functional analogue of the linear mixed model. Estimation is based on dimension reduction via functional principal component analysis and on mixed model methodology. Our procedure allows the decomposition of the variability in the data as well as the estimation of mean effects of interest and borrows strength across curves. Confidence bands for mean effects can be constructed conditional on estimated principal components. We provide R-code implementing our approach. The method is motivated by and applied to data from speech production research

Fast Robust PCA on Graphs

Mining useful clusters from high dimensional data has received significant attention of the computer vision and pattern recognition community in the recent years. Linear and non-linear dimensionality reduction has played an important role to overcome the curse of dimensionality. However, often such methods are accompanied with three different problems: high computational complexity (usually associated with the nuclear norm minimization), non-convexity (for matrix factorization methods) and susceptibility to gross corruptions in the data. In this paper we propose a principal component analysis (PCA) based solution that overcomes these three issues and approximates a low-rank recovery method for high dimensional datasets. We target the low-rank recovery by enforcing two types of graph smoothness assumptions, one on the data samples and the other on the features by designing a convex optimization problem. The resulting algorithm is fast, efficient and scalable for huge datasets with O(nlog(n)) computational complexity in the number of data samples. It is also robust to gross corruptions in the dataset as well as to the model parameters. Clustering experiments on 7 benchmark datasets with different types of corruptions and background separation experiments on 3 video datasets show that our proposed model outperforms 10 state-of-the-art dimensionality reduction models. Our theoretical analysis proves that the proposed model is able to recover approximate low-rank representations with a bounded error for clusterable data