Title
Principal Component Pursuit with reduced linear measurements
Abstract
In this paper, we study the problem of decomposing a superposition of a low-rank matrix and a sparse matrix when a relatively few linear measurements are available. This problem arises in many data processing tasks such as aligning multiple images or rectifying regular texture, where the goal is to recover a low-rank matrix with a large fraction of corrupted entries in the presence of nonlinear domain transformation. We consider a natural convex heuristic to this problem which is a variant to the recently proposed Principal Component Pursuit. We prove that under suitable conditions, this convex program guarantees to recover the correct low-rank and sparse components despite reduced measurements. Our analysis covers both random and deterministic measurement models.
Year
DOI
Venue
2012
10.1109/ISIT.2012.6283063
international symposium on information theory
Keywords
Field
DocType
data handling,principal component analysis,sparse matrices,task analysis,data processing tasks,low-rank matrix,nonlinear domain transformation,principal component pursuit,reduced linear measurements,sparse matrix
Sparse PCA,Combinatorics,Computer science,Matrix (mathematics),Sparse approximation,Single-entry matrix,Principal component analysis,Eigenvalues and eigenvectors,Sparse matrix,Matrix-free methods
Journal
Volume
ISSN
ISBN
abs/1202.6445
2157-8095 E-ISBN : 978-1-4673-2578-3
978-1-4673-2578-3
Citations 
PageRank 
References 
16
0.76
11
Authors
4
Name
Order
Citations
PageRank
Arvind Ganesh14904153.80
Kerui Min21035.33
John Wright310974361.48
Yi Ma414931536.21