Online Tensor Robust Principal Component Analysis
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]
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