conference paper not in proceedings
A variational approach to stable principal component pursuit
2014
We introduce a new convex formulation for stable principal component pursuit (SPCP) to decompose noisy signals into low-rank and sparse representations. For numerical solutions of our SPCP formulation, we first develop a convex variational framework and then accelerate it with quasi-Newton methods. We show, via synthetic and real data experiments, that our approach offers advantages over the classical SPCP formulations in scalability and practical parameter selection.
Type
conference paper not in proceedings
Author(s)
Date Issued
2014
Subjects
Editorial or Peer reviewed
NON-REVIEWED
Written at
OTHER
EPFL units
| Event name | Event place | Event date |
Quebec City, Quebeck, Canada | July 23-27, 2014 | |
Available on Infoscience
June 12, 2014
Use this identifier to reference this record