Title
Compressive principal component pursuit
Abstract
We consider the problem of recovering a target matrix that is a superposition of low-rank and sparse components, from a small set of linear measurements. This problem arises in compressed sensing of structured high-dimensional signals such as videos and hyperspectral images, as well as in the analysis of transformation invariant low-rank recovery. We analyze the performance of the natural convex heuristic for solving this problem, under the assumption that measurements are chosen uniformly at random. We prove that this heuristic exactly recovers low-rank and sparse terms, provided the number of observations exceeds the number of intrinsic degrees of freedom of the component signals by a polylogarithmic factor. Our analysis introduces several ideas that may be of independent interest for the more general problem of compressive sensing of superpositions of structured signals.
Year
DOI
Venue
2012
10.1109/ISIT.2012.6283062
Information Theory Proceedings
Keywords
DocType
Volume
compressed sensing,principal component analysis,compressive principal component pursuit,compressive sensing,hyperspectral images,linear measurements,low-rank superposition,natural convex heuristic,polylogarithmic factor,sparse components,sparse terms,structured high-dimensional signals,structured signal superpositions,target matrix,transformation invariant low-rank recovery,videos
Conference
abs/1202.4596
ISSN
ISBN
Citations 
2157-8095 E-ISBN : 978-1-4673-2578-3
978-1-4673-2578-3
30
PageRank 
References 
Authors
1.09
30
4
Name
Order
Citations
PageRank
John Wright110974361.48
Arvind Ganesh24904153.80
Kerui Min31035.33
Yi Ma414931536.21