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
7月14日
研討會, 演講, 講座
IAS / School of Science Joint Lecture - Boron Clusters
Abstract The study of carbon clusters led to the discoveries of fullerenes, carbon nanotubes, and graphene. Are there other elements that can form similar nanostructures? To answer this questio...
5月15日
研討會, 演講, 講座
IAS / School of Science Joint Lecture - Laser Spectroscopy of Computable Atoms and Molecules with Unprecedented Accuracy
Abstract Precision spectroscopy of the hydrogen atom, a fundamental two-body system, has been instrumental in shaping quantum mechanics. Today, advances in theory and experiment allow us to ext...