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Robust bilinear factorization with missing and grossly corrupted observations

Published: 20 June 2015 Publication History

Abstract

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in statistics, machine learning, computer vision, as well as signal and image processing. In theory, this problem can be solved by the natural convex joint/mixed relaxations (i.e., l 1 -norm and trace norm) under certain conditions. However, all current provable algorithms suffer from superlinear per-iteration cost, which severely limits their applicability to large-scale problems. In this paper, we propose a scalable, provable and structured robust bilinear factorization (RBF) method to recover low-rank and sparse matrices from missing and grossly corrupted data, i.e., robust matrix completion (RMC), or incomplete and grossly corrupted measurements, i.e., compressive principal component pursuit (CPCP). Specifically, we first present two small-scale matrix trace norm regularized bilinear factorization models for RMC and CPCP problems, in which repetitively calculating SVD of a large-scale matrix is replaced by updating two much smaller factor matrices. Then, we apply the alternating direction method of multipliers (ADMM) to efficiently solve the RMC problems. Finally, we provide the convergence analysis of our algorithm, and extend it to address general CPCP problems. Experimental results verified both the efficiency and effectiveness of our method compared with the state-of-the-art methods.

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  • (2023)Accelerated PALM for Nonconvex Low-Rank Matrix Recovery With Theoretical AnalysisIEEE Transactions on Circuits and Systems for Video Technology10.1109/TCSVT.2023.330681134:4(2304-2317)Online publication date: 21-Aug-2023
  • (2020)Low-Rank Matrix Recovery via Modified Schatten- $p$ Norm Minimization With Convergence GuaranteesIEEE Transactions on Image Processing10.1109/TIP.2019.295792529(3132-3142)Online publication date: 28-Jan-2020
  • (2019)Robust matrix completion with complex noiseMultimedia Tools and Applications10.1007/s11042-019-08430-279:3-4(2703-2717)Online publication date: 30-Nov-2019

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Published In

cover image Information Sciences: an International Journal
Information Sciences: an International Journal  Volume 307, Issue C
June 2015
127 pages

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Elsevier Science Inc.

United States

Publication History

Published: 20 June 2015

Author Tags

  1. Compressive principal component pursuit
  2. Low-rank matrix recovery and completion
  3. Robust matrix completion
  4. Robust principal component analysis

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View all
  • (2023)Accelerated PALM for Nonconvex Low-Rank Matrix Recovery With Theoretical AnalysisIEEE Transactions on Circuits and Systems for Video Technology10.1109/TCSVT.2023.330681134:4(2304-2317)Online publication date: 21-Aug-2023
  • (2020)Low-Rank Matrix Recovery via Modified Schatten- $p$ Norm Minimization With Convergence GuaranteesIEEE Transactions on Image Processing10.1109/TIP.2019.295792529(3132-3142)Online publication date: 28-Jan-2020
  • (2019)Robust matrix completion with complex noiseMultimedia Tools and Applications10.1007/s11042-019-08430-279:3-4(2703-2717)Online publication date: 30-Nov-2019
  • (2016)Group-based image decomposition using 3-D cartoon and texture priorsInformation Sciences: an International Journal10.1016/j.ins.2015.08.039328:C(510-527)Online publication date: 20-Jan-2016

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