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A variational approach to stable principal component pursuit

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arxiv 1406.1089 v1 pith:33XE6FFB submitted 2014-06-04 math.OC stat.ML

classification math.OCstat.ML
keywords spcpapproachcomponentconvexformulationprincipalpursuitstable
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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.

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Improved Turbo Message Passing for Compressive Robust Principal Component Analysis: Algorithm Design and Asymptotic Analysis

    cs.IT 2024-12 conditional novelty 7.0 of 10

    An improved turbo message-passing algorithm for compressive robust PCA, with state-evolution analysis that predicts its MSE dynamics and a sufficient condition for global convergence.

  2. GaLore$+$: Boosting Low-Rank Adaptation for LLMs with Cross-Head Projection

    cs.CL 2024-12 conditional novelty 5.0 of 10

    GaLore+ speeds up GaLore-style low-rank LLM fine-tuning roughly 4x by sharing projections across attention heads and using randomized SVD, with a sparse residual correction.

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