We study robust PCA for the fully observed setting, which is about separating a low rank matrix L and a sparse matrix S from their sum D=L+S. In this talk, a new algorithm, dubbed accelerated alternating projections, is introduced for robust PCA which significantly improves the computational efficiency of the existing non-convex algorithms. Exact recovery guarantee has been established which shows linear convergence of the proposed algorithm. Empirical performance evaluations confirm the advantage of our algorithm over other state-of-the-art algorithms for robust PCA. Furthermore, we extend our method to the low-rank Hankel matrix, with its application to the spectrally sparse signals.
3月25日
3:00pm - 4:00pm
地點
https://hkust.zoom.com.cn/j/590198340
講者/表演者
Dr. HanQin CAI
University of California at Los Angeles
主辦單位
Department of Mathematics
聯絡方法
mathseminar@ust.hk
付款詳情
對象
Alumni, Faculty and Staff, PG Students, UG Students
語言
英語
其他活動
12月5日
研討會, 演講, 講座
IAS / School of Science Joint Lecture - Human B Cell Receptor-Epitope Selection for Pan-Sarbecovirus Neutralization
Abstract The induction of broadly neutralizing antibodies (bnAbs) against viruses requires the specific activation of human B cell receptors (BCRs) by viral epitopes. Following BCR activation, ...
10月10日
研討會, 演講, 講座
IAS / School of Science Joint Lecture - Use of Large Animal Models to Investigate Brain Diseases
Abstract Genetically modified animal models have been extensively used to investigate the pathogenesis of age-dependent neurodegenerative diseases, such as Alzheimer (AD), Parkinson (PD), Hunti...