2010 IEEE International Symposium on Information Theory 2010
DOI: 10.1109/isit.2010.5513538
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Dense error correction for low-rank matrices via Principal Component Pursuit

Abstract: Abstract-We consider the problem of recovering a lowrank matrix when some of its entries, whose locations are not known a priori, are corrupted by errors of arbitrarily large magnitude. It has recently been shown that this problem can be solved efficiently and effectively by a convex program named Principal Component Pursuit (PCP), provided that the fraction of corrupted entries and the rank of the matrix are both sufficiently small. In this paper, we extend that result to show that the same convex program, wi… Show more

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Cited by 72 publications
(66 citation statements)
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References 14 publications
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“…Algorithms for solving the matrix decomposition problem for M 0 = L 0 +S 0 have been presented in [5] and [15]; however, to our knowledge, no algorithms have been explicitly presented for dealing with the case of matrix decomposition with partial observations and entry-wise inequality constraints. We have extended existing algorithms to efficiently deal with these cases.…”
Section: Equivalent Formulationmentioning
confidence: 99%
“…Algorithms for solving the matrix decomposition problem for M 0 = L 0 +S 0 have been presented in [5] and [15]; however, to our knowledge, no algorithms have been explicitly presented for dealing with the case of matrix decomposition with partial observations and entry-wise inequality constraints. We have extended existing algorithms to efficiently deal with these cases.…”
Section: Equivalent Formulationmentioning
confidence: 99%
“…Low-rank matrix recovery, which called low-rank sparse matrix decomposition (LRSMD) or robust principal component analysis (RPCA) [8], is to recognize the broken elements automatically and recover original matrix when some elements in matrix were broken. The prediction of recovering matrix is that matrix is low-rank or rough low-rank.…”
Section: Model For Low-rank Matrix Recoverymentioning
confidence: 99%
“…In all the above experiments, we have fixed the value of the parameter λ = 1/ √ m, as suggested by [14]. While this choice promises a certain degree of error correction, it may be possible to correct larger amounts of corruption by choosing λ appropriately, as demonstrated in [26] for instance. Unfortunately, the best choice of λ depends on the input images, and cannot be determined analytically.…”
Section: Quantitative Evaluation With Synthetic Imagesmentioning
confidence: 99%