Compressive Principal Component Pursuit

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Compressive Principal Component Pursuit
We consider the problem of recovering a target matrix that is a superposition of low-rank and sparse components, from a small set of linear measurements. This problem arises in compressed sensing of structured high-dimensional signals such as videos and hyperspectral images, as well as in the analysis of transformation invariant low-rank structure recovery. We analyze the performance of the natural convex heuristic for solving this problem, under the assumption that measurements are chosen uniformly at random. We prove that this heuristic exactly recovers low-rank and sparse terms, provided the number of observations exceeds the number of intrinsic degrees of freedom of the component signals by a polylogarithmic factor. Our analysis introduces several ideas that may be of independent interest for the more general problem of compressed sensing and decomposing superpositions of multiple structured signals.
John Wright, Arvind Ganesh, Kerui Min, Yi Ma
Added 20 Apr 2012
Updated 20 Apr 2012
Type Journal
Year 2012
Where CORR
Authors John Wright, Arvind Ganesh, Kerui Min, Yi Ma
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