Fan et al. (Ann Stat 47(6):3009–3031, 2019) constructed a distributed principal component analysis (PCA) algorithm to reduce the communication cost between multiple servers significantly. However, their algorithm’s guarantee is only for sub-Gaussian data. Spurred by this deficiency, paper enhances effectiveness of PCA utilizing robust covariance matrix estimators Minsker 46(6A):2871–2903, 2018)...

There are abundant real time applications for singing voice separation from mixed audio. By means of Robust Principal Component Analysis (RPCA) which is a compositional model for segregation, which decomposes the mixed source audio signal into low rank and sparse components, where it is presumed that musical accompaniment as low rank subspace since musical signal model is repetitive in characte...

In this article classification method is proposed where data is first preprocessed using fuzzy robust principle component analysis (FRPCA) algorithms to get data into more feasible form. After this we use similarity classifier for the classification. We tested this procedure for breast cancer data and liver-disorder data. Results were quite promising and better classification accuracy was achie...

Abstract. It is well known that Principal Component Analysis (PCA) is strongly affected by outliers and a lot of effort has been put into robustification of PCA. In this paper we present a new algorithm for robust PCA minimizing the trimmed reconstruction error. By directly minimizing over the Stiefel manifold, we avoid deflation as often used by projection pursuit methods. In distinction to ot...

Principal component analysis (PCA), as a key component in statistical learning, has been adopted in a wide variety of applications in computer vision and machine learning. From a different angle, weakly supervised learning, more specifically multiple instance learning (MIL), allows fine-grained information to be exploited from coarsely-grained label information. In this paper, we propose an alg...

The common task in matrix completion (MC) and robust principle component analysis (RPCA) is to recover a low-rank matrix from a given data matrix. These problems gained great attention from various areas in applied sciences recently, especially after the publication of the pioneering works of Candès et al.. One fundamental result in MC and RPCA is that nuclear norm based convex optimizations le...

We consider principal component analysis for contaminated data-set in the high dimensional regime, where the dimensionality of each observation is comparable or even more than the number of observations. We propose a deterministic high-dimensional robust PCA algorithm which inherits all theoretical properties of its randomized counterpart, i.e., it is tractable, robust to contaminated points, e...

In the past decades, exactly recovering the intrinsic data structure from corrupted observations, which is known as robust principal component analysis (RPCA), has attracted tremendous interests and found many applications in computer vision. Recently, this problem has been formulated as recovering a low-rank component and a sparse component from the observed data matrix. It is proved that unde...

Real-time passenger-flow anomaly detection at all metro stations is a very critical task for advanced Internet management. Robust principal component analysis (RPCA) based method has often been employed of multivariate time series data. However, it ignores the spatio-temporal features regular patterns, resulting in decrease accuracy detection. In this paper, RT-STRPCA model integrating temporal...