Title :
Online matrix completion and online robust PCA
Author :
Brian Lois;Namrata Vaswani
Author_Institution :
Dept of ECE, Iowa State University, Ames 50010, USA
fDate :
6/1/2015 12:00:00 AM
Abstract :
“To be considered for an 2015 IEEE Jack Keil Wolf ISIT Student Paper Award.” This work studies two interrelated problems - online robust PCA (RPCA) and online matrix completion (MC). Both problems assume that an accurate estimate of the low-dimensional subspace from which the first true data vector is generated is available. We develop a practical modification of a recently proposed algorithm to solve both problems; and we obtain correctness results for the proposed algorithms under mild assumptions.
Keywords :
"Principal component analysis","Robustness","Sparse matrices","Matrix decomposition","Streaming media","Eigenvalues and eigenfunctions","Covariance matrices"
Conference_Titel :
Information Theory (ISIT), 2015 IEEE International Symposium on
Electronic_ISBN :
2157-8117
DOI :
10.1109/ISIT.2015.7282771
