Online update techniques for projection based Robust Principal Component Analysis

Robust PCA is a modification of PCA, which works well on corrupted observations. Existing robust PCA algorithms are typically based on batch optimization, and have to load all the samples into memory. Therefore, those algorithms have large computational complexity as the size of data increases, and...

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Bibliographic Details
Main Authors: HyeungIll Lee, JungWoo Lee
Format: Article
Language:English
Published: Elsevier 2015-09-01
Series:ICT Express
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2405959515000041