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Online Tensor Robust Principal Component Analysis

Wijnen, Michael

Description

Tensor Robust Principal Component Analysis (TRPCA) is a procedure for recovering a data structure that has been corrupted by noise. In this thesis, a proof (inspired by Lu et al. (2018)) is given that TRPCA successfully performs this operation. An online optimisation algorithm to perform this procedure for p-dimensional tensors is proposed (based on a similar algorithm for the 3-dimensional case from Z. Zhang, Liu, Aeron, & Vetro (2016)). The required tensor...[Show more]

CollectionsOpen Access Theses
Date published: 2018
Type: Thesis (Honours)
URI: http://hdl.handle.net/1885/170630
DOI: 10.25911/5d889f8814c25

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