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Coherence Pursuit: Fast, Simple, and Robust Principal Component Analysis

Mostafa Rahmani, George K. Atia
2017 IEEE Transactions on Signal Processing  
This paper presents a remarkably simple, yet powerful, algorithm termed Coherence Pursuit (CoP) to robust Principal Component Analysis (PCA).  ...  CoP is the first robust PCA algorithm that is simultaneously non-iterative, provably robust to both unstructured and structured outliers, and can tolerate a large number of unstructured outliers.  ...  Acknowledgment This work was supported by NSF CAREER Award CCF-1552497 and NSF Grant CCF-1320547.  ... 
doi:10.1109/tsp.2017.2749215 fatcat:2tywxw7bqnhp7hlzph34rqqpym

Real-time Robust Principal Components' Pursuit [article]

Chenlu Qiu, Namrata Vaswani
2011 arXiv   pre-print
We call the proposed solution "Real-time Robust Principal Components' Pursuit".  ...  In the recent work of Candes et al, the problem of recovering low rank matrix corrupted by i.i.d. sparse outliers is studied and a very elegant solution, principal component pursuit, is proposed.  ...  INTRODUCTION Principal Components' Analysis (PCA) tries to find the "principal components' space" with the smallest dimension that spans a given dataset.  ... 
arXiv:1010.0608v3 fatcat:wszxfobbcfbh3da2xn54bzgeaq

Dual Principal Component Pursuit [article]

Manolis C. Tsakiris, Rene Vidal
2019 arXiv   pre-print
We pose the problem of computing normal vectors to the inlier subspace as a non-convex ℓ_1 minimization problem on the sphere, which we call Dual Principal Component Pursuit (DPCP) problem.  ...  We also propose algorithms based on alternating minimization and iteratively re-weighted least squares, which are suitable for dealing with large-scale data.  ...  Gilad Lerman for useful discussions regarding robust PCA, as well as the two anonymous reviewers for their constructive comments.  ... 
arXiv:1510.04390v5 fatcat:q4pwsi5c6jahnb76i5ktqejc6q

Real-time Robust Principal Components' Pursuit

Chenlu Qiu, Namrata Vaswani
2010 2010 48th Annual Allerton Conference on Communication, Control, and Computing (Allerton)  
We call the proposed solution "Real-time Robust Principal Components' Pursuit". It still requires the singular vectors of the low rank part to be spread out, but it does not require i.i.d.  ...  In the recent work of Candes et al, the problem of recovering low rank matrix corrupted by i.i.d. sparse outliers is studied and a very elegant solution, principal component pursuit, is proposed.  ...  INTRODUCTION Principal Components' Analysis (PCA) tries to find the "principal components' space" with the smallest dimension that spans a given dataset.  ... 
doi:10.1109/allerton.2010.5706961 fatcat:zbklmu4gmrfgbofij3ewokvxmu

Locality pursuit embedding

Wanli Min, Ke Lu, Xiaofei He
2004 Pattern Recognition  
Principal component analysis, as one of the most popular methods used, is optimal when the data points reside on a linear subspace.  ...  In this paper, we propose locality pursuit embedding, a linear algorithm that arises by solving a variational problem.  ...  Acknowledgements The authors are very grateful to the anonymous referee for their suggestions and comments, which improved the presentation of this paper.  ... 
doi:10.1016/j.patcog.2003.09.005 fatcat:r6b2oeup6jcmjmfkr6ttedx6me

Pursuit of Low-Rank Models of Time-Varying Matrices Robust to Sparse and Measurement Noise [article]

Albert Akhriev and Jakub Marecek and Andrea Simonetto
2020 arXiv   pre-print
In tracking of time-varying low-rank models of time-varying matrices, we present a method robust to both uniformly-distributed measurement noise and arbitrarily-distributed "sparse" noise.  ...  In practice, our use of randomised coordinate descent is scalable and allows for encouraging results on changedetection net, a benchmark.  ...  Hence, we are effectively proposing a principal component pursuit algorithm robust to uniform and sparse noise.  ... 
arXiv:1809.03550v3 fatcat:wx5cja3gfnd4thg6auxilixowu

From Projection Pursuit and CART to Adaptive Discriminant Analysis?

R. Gribonval
2005 IEEE Transactions on Neural Networks  
pursuit.  ...  In this paper, we try to advocate the idea that such developments and efforts are worthwhile, based on the theorerical study of a data-driven discriminant analysis method on a simple-yet instructive-example  ...  Let us make a quick tour. 1) Principal Component Analysis: First comes to mind principal component analysis (PCA), which we described briefly above: it selects features according to their approximation  ... 
doi:10.1109/tnn.2005.844900 pmid:15940983 fatcat:uya2k63oy5fancni7tsais4anm

Independent Multiresolution Component Analysis and Matching Pursuit

Enrico Capobianco
2003 Computational Statistics & Data Analysis  
Independent component analysis results are particularly encouraging and suggest a better compromise between time and frequency resolutions, and thus a m o re e cient and accurate Matching Pursuit performance  ...  We show that decomposing a class of signals with overcomplete dictionaries of functions and combining multiresolution and independent component analysis allow f o r feature detection in complex non-stationary  ...  The author is a recipient of the 2001 02 ERCIM Research Fellowship and would like to thank the Nikko Investment Technology Research group formerly based in Los Altos, CA, for the analysis of the data sets  ... 
doi:10.1016/s0167-9473(02)00217-7 fatcat:ueem5hand5avderpmqlbqo3e6y

Dual Principal Component Pursuit: Probability Analysis and Efficient Algorithms [article]

Zhihui Zhu, Yifan Wang, Daniel P. Robinson, Daniel Q. Naiman, Rene Vidal, Manolis C. Tsakiris
2018 arXiv   pre-print
In sharp contrast, the recently proposed Dual Principal Component Pursuit (DPCP) method can provably handle subspaces of high dimension by solving a non-convex ℓ_1 optimization problem on the sphere.  ...  provably correct robust PCA methods.  ...  Robust PCA (TORP) (Cherapanamjeri et al., 2017) and the Coherence Pursuit (CoP) (Rahmani and Atia, 2016) .  ... 
arXiv:1812.09924v1 fatcat:zuqdyytf2vgkbf7ep7omf3ad7i

Online Low-Rank Subspace Clustering by Basis Dictionary Pursuit

Jie Shen, Ping Li, Huan Xu
2016 International Conference on Machine Learning  
Extensive experiments on synthetic and realistic datasets further substantiate that our algorithm is fast, robust and memory efficient.  ...  It is also known that solving LRR is challenging in terms of time complexity and memory footprint, in that the size of the nuclear norm regularized matrix is n-by-n (where n is the number of samples).  ...  Shen and P. Li are partially supported by NSF-Bigdata-1419210, NSF-III-1360971 and AFOSR-FA9550-13-1-0137. The research of H.  ... 
dblp:conf/icml/ShenLX16 fatcat:f365b2m7zvdozfm3qnwirs66nm

Fast Semi-Supervised Unmixing of Hyperspectral Image by Mutual Coherence Reduction and Recursive PCA

Samiran Das, Aurobinda Routray, Alok Deb
2018 Remote Sensing  
Further, we propose a mutual coherence reduction method for pre-unmixing to enhance the performance of pruning.  ...  Extensive simulated and real image experiments exhibit the efficacy of the proposed algorithm in terms of its accuracy, computational complexity and noise performance.  ...  We identify the lower dimensional data subspace using Principal component analysis (PCA).  ... 
doi:10.3390/rs10071106 fatcat:4z5krpd2z5cfbmbb56a7ne75pi

Pursuit tracks chase: exploring the role of eye movements in the detection of chasing

Matúš Šimkovic, Birgit Träuble
2015 PeerJ  
Using principal component analysis and support vector machines, we looked at the template and classification images that describe various stages of the detection process.  ...  and use a data-driven approach to separately describe these gaze events.  ...  To obtain template movies, averaging and principal component analysis (PCA) were used.  ... 
doi:10.7717/peerj.1243 pmid:26401454 pmcid:PMC4579031 fatcat:2gkl7f7hrzgb5f7622uz52cndi

Matching pursuit-based shape representation and recognition using scale-space

François Mendels, Pierre Vandergheynst, Jean-Philippe Thiran
2006 International journal of imaging systems and technology (Print)  
The introduction of the scale-space approach improves the robustness of our method: we avoid local minima issues encountered when minimizing a nonconvex energy function.  ...  In this paper, we propose an analytical low-level representation of images, obtained by a decomposition process, namely the matching pursuit (MP) algorithm, as a new way of describing objects through a  ...  Recent developments in the MP algorithms family were brought by Pece and Petkov (2000) : they introduce a new fast atomic decomposition, the inhibition method, which is related to matching pursuit but  ... 
doi:10.1002/ima.20078 fatcat:2nnqmplyuzcldbekmu3yq22kru

Rapid digital architecture design of orthogonal matching pursuit

Benjamin Knoop, Jochen Rust, Sebastian Schmale, Dagmar Peters-Drolshagen, Steffen Paul
2016 2016 24th European Signal Processing Conference (EUSIPCO)  
For instance, a complex-valued digital architecture for the Orthogonal Matching Pursuit (OMP) algorithm with rank-1 updating has successfully been implemented and tested, which can be utilised for the  ...  Algorithmic modifications and improvements are described to incorporate the notion of sparse-coded signals and their recovery in the context of multi-user wireless communications in a wireless sensor network  ...  The PYNQ framework, therefore, is a simple and fast way for testing embedded hardware designs created with the RDAM.  ... 
doi:10.1109/eusipco.2016.7760570 dblp:conf/eusipco/KnoopRSPP16 fatcat:bo3c4fo6njeo3hjjsnwo72jbwe

State-of-the-art in retinal optical coherence tomography image analysis

Ahmadreza Baghaie, Zeyun Yu, Roshan M D'Souza
2015 Quantitative Imaging in Medicine and Surgery  
OCT is able to non-invasively produce cross-sectional volumetric images of the tissues which can be used for analysis of tissue structure and properties.  ...  Optical coherence tomography (OCT) is an emerging imaging modality that has been widely used in the field of biomedical imaging.  ...  Taking advantage of Robust Principal Component Analysis (RPCA) (71) and simultaneous decomposition and alignment of a stack of OCT images via linearized convex optimization, better performance is achieved  ... 
doi:10.3978/j.issn.2223-4292.2015.07.02 pmid:26435924 pmcid:PMC4559975 fatcat:m35jwvfrlfamrntdfmqqqwp5oi
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