This paper is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Can we recover each component i...
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 co...
Principal component analysis (PCA) is a classical data analysis technique that finds linear transformations of data that retain the maximal amount of variance. We study a case whe...
We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. ...
In this paper, we study the problem of recovering a low-rank matrix (the principal components) from a highdimensional data matrix despite both small entry-wise noise and gross spar...
Zihan Zhou, Xiaodong Li, John Wright, Emmanuel J. ...