RPCA以及LRR

本文介绍了RPCA(Robust Principal Component Analysis)和LRR(Low-Rank Representation)这两种数据降维技术。RPCA通过低秩与稀疏分解来恢复和净化数据,适用于处理含有噪声和异常值的情况。文章提供了RPCA的相关教程和理论研究,包括低秩子空间恢复的论文和算法实现。同时,LRR作为另一种低秩恢复方法,也有其独特的应用。文中还列举了不同算法的MATLAB代码实现,如Augmented Lagrange Multiplier (ALM) 方法、Accelerated Proximal Gradient等,并给出了相应的参考文献。
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RPCA

关于RPCA的博客:

原文:http://blog.csdn.net/abcjennifer/article/details/8572994

译文:http://blog.csdn.net/u010545732/article/details/19066725

数据降维的总结:数据降维(RPCA,LRR.LE等)
http://download.csdn.net/detail/tiandijun/8569653

低秩的子空间恢复:http://download.csdn.net/detail/tiandijun/8569675

LRR

Tutorials

  1. Low-Rank Matrix Recovery: From Theory to Imaging Applications
    John Wright, Zhouchen Lin, and Yi Ma. Presented at International Conference on Image and Graphics (ICIG), August 2011. 
  2. Low-Rank Matrix Recovery
    John Wright, Zhouchen Lin, and Yi Ma. Presented at IEEE International Conference on Image Processing (ICIP), September 2010.


Theory

  1. Robust Principal Component Analysis?
    Emmanuel Candès, Xiaodong Li, Yi Ma, and John Wright. Journal of the ACM, volume 58, no. 3, May 2011. 
  2. Dense Error Correction via L1-Minimization
    John Wright, and Yi Ma. IEEE Transactions on Information Theory, volume 56, no. 7, July 2010. 
  3. Robust Principal Component Analysis: Exact Recovery of Corrupted Low-Rank Matrices via Convex Optimization
    John Wright, Arvind Ganesh, Shankar Rao, Yigang Peng, and Yi Ma. In Proceedings of Neural Information Processing Systems (NIPS), December 2009. 
  4. Stable Principal Component Pursuit
    Zihan Zhou, Xiaodong Li, John Wright, Emmanuel Candès, and Yi Ma. In Proceedings of IEEE International Symposium on Information Theory (ISIT), June 2010. 
  5. Dense Error Correction for Low-Rank Matrices via Principal Component Pursuit
    Arvind Ganesh, John Wright, Xiaodong Li, Emmanuel Candès, and Yi Ma. In Proceedings of IEEE International Symposium on Information Theory (ISIT), June 2010. 
  6. Principal Component Pursuit with Reduced Linear Measurements
    Arvind Ganesh, Kerui Min, John Wright, and Yi Ma. submitted to International Symposium on Information Theory, 2012. 
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