• DocumentCode
    3663303
  • Title

    Online matrix completion and online robust PCA

  • Author

    Brian Lois;Namrata Vaswani

  • Author_Institution
    Dept of ECE, Iowa State University, Ames 50010, USA
  • fYear
    2015
  • fDate
    6/1/2015 12:00:00 AM
  • Firstpage
    1826
  • Lastpage
    1830
  • 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"
  • Publisher
    ieee
  • Conference_Titel
    Information Theory (ISIT), 2015 IEEE International Symposium on
  • Electronic_ISBN
    2157-8117
  • Type

    conf

  • DOI
    10.1109/ISIT.2015.7282771
  • Filename
    7282771