Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data
From MaRDI portal
Publication:2054540
DOI10.1214/21-AOS2066zbMath1486.62181arXiv2001.05484MaRDI QIDQ2054540
Yuxin Chen, Yuling Yan, Cong Ma, Jianqing Fan
Publication date: 3 December 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.05484
convex relaxationrobust principal component analysisleave-one-out analysis\( \ell_\infty\) guarantees
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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