A Bias Trick for Centered Robust Principal Component Analysis
He, Baokun, Wan, Guihong, Schweitzer, Haim
Outlier based Robust Principal Component Analysis (RPCA) requires centering of the non-outliers. We show a "bias trick" that automatically centers these non-outliers. Using this bias trick we obtain the first RPCA algorithm that is optimal with respect to centering.
Nov-18-2019
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- Research Report (0.50)
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