Online (Recursive) Robust PCA or Recursive Sparse Recovery in Large but Structured Noise


Faculty:
Namrata Vaswani
Students:
Chenlu Qiu, Brian Lois, Han Guo, Jinchun Zhan

A summary of all our work is in this bookchapter:

N. Vaswani, C. Qiu, B. Lois, H. Guo, J. Zhan, Online (Recursive) Robust Principal Components Analysis, in Handbook on Robust Low-Rank and Sparse Matrix Decomposition: Applications in Image and Video Processing, Eds. T. Bouwmans, CRC Press, Taylor and Francis Group, to appear

 

Papers on ReProCS

o   Brian Lois and Namrata Vaswani, Online Matrix Completion and Online Robust PCA, IEEE Intl. Symp. Info. Theory (ISIT), 2015

o   Brian Lois and Namrata Vaswani, A Correctness Result for Online Robust PCA, IEEE Intl. Conf. Acous. Speech. Sig. Proc. (ICASSP), 2015

o   Chenlu Qiu, Namrata Vaswani, Brian Lois and Leslie Hogben, Recursive Robust PCA or Recursive Sparse Recovery in Large but Structured Noise, IEEE Trans. Information Theory, August 2014, arXiv:1211.3754v6 [cs.IT]. 

o   Han Guo, Chenlu Qiu and Namrata Vaswani, An Online Algorithm for Separating Sparse and Low-dimensional Signal Sequences from their Sum, IEEE Trans. Signal Processing, 2014, arXiv:1310.4261 [cs.IT] (older title: Practical ReProCS for Separating Sparse and Low-dimensional Signal Sequences from their Sum), 

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o   Chenlu Qiu and Namrata Vaswani, Recursive Sparse Recovery in Large but Structured Noise - Part 2, IEEE Intl. Symp. Info. Theory (ISIT) 2013.

o   Chenlu Qiu , Namrata Vaswani and Leslie Hogben,  Recursive Robust PCA or Recursive Sparse Recovery in Large but Structured Noise, IEEE Intl. Conf. Acous. Speech. Sig. Proc. (ICASSP), 2013.

o   Chenlu Qiu and Namrata Vaswani, Recursive Sparse Recovery in Large but Correlated Noise, Allerton 2011 

o   Chenlu Qiu and Namrata Vaswani, Support Predicted Modified-CS for Recursive Robust Principal Components' Pursuit, IEEE Intl. Symp. Info. Theory (ISIT) 2011.

o   Chenlu Qiu and Namrata Vaswani, Real-time Robust Principal Components' Pursuit, Allerton, 2010

ReProCS code

Papers on Modified-PCP

o    Jinchun Zhan and Namrata Vaswani, Robust PCA with Partial Subspace Knowledge, to appear, IEEE Trans. Signal Processing, 2015

o    Jinchun Zhan and Namrata Vaswani, Robust PCA with Partial Subspace Knowledge, IEEE Intl. Symp. Info. Theory (ISIT), 2014