Bayesian robust principal component analysis with structured sparse component

DOI10.1016/j.csda.2016.12.005zbMath1466.62084OpenAlexW2564551694WikidataQ114671398 ScholiaQ114671398MaRDI QIDQ1658445

Ningning Han, Yumeng Song, Zhan-jie Song

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.12.005

zbMATH Keywords

robust principal component analysisstructured sparsityvariational Bayesian inferencelow-rank componentstructured sparse component

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Bayesian inference (62F15)

Related Items (1)

Bayesian robust principal component analysis with adaptive singular value penalty

Uses Software

• PRMLT
• RASL

Cites Work

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• Smoothed Low Rank and Sparse Matrix Recovery by Iteratively Reweighted Least Squares Minimization
• Model-Based Compressive Sensing

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