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
Link To Document