Robust PCA via Dictionary Based Outlier Pursuit

Xingguo Li; Jineng Ren; Sirisha Rambhatla; Yangyang Xu; Jarvis Haupt

doi:10.1109/ICASSP.2018.8461593

Robust PCA via Dictionary Based Outlier Pursuit

Xingguo Li, Jineng Ren, Sirisha Rambhatla, Yangyang Xu, Jarvis Haupt

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

3 Scopus citations

Abstract

In this paper, we examine the problem of locating vector outliers from a large number of inliers, with a particular focus on the case where the outliers are represented in a known basis or dictionary. Using a convex demixing formulation, we provide provable guarantees for exact recovery of the space spanned by the inliers and the supports of the outlier columns, even when the rank of inliers is high and the number of outliers is a constant proportion of total observations. Comprehensive numerical experiments on both synthetic and hyper-spectral imaging real datasets demonstrate the efficiency of our proposed method.

Original language	English (US)
Title of host publication	2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	4699-4703
Number of pages	5
ISBN (Print)	9781538646588
DOIs	https://doi.org/10.1109/ICASSP.2018.8461593
State	Published - Sep 10 2018
Event	2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Calgary, Canada Duration: Apr 15 2018 → Apr 20 2018

Publication series

Name	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume	2018-April
ISSN (Print)	1520-6149

Other

Other	2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018
Country/Territory	Canada
City	Calgary
Period	4/15/18 → 4/20/18

Bibliographical note

Publisher Copyright:
© 2018 IEEE.

Keywords

Hyperspectral imaging
Outlier identification
Robust PCA

Publisher link

10.1109/ICASSP.2018.8461593

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Li, X., Ren, J., Rambhatla, S., Xu, Y., & Haupt, J. (2018). Robust PCA via Dictionary Based Outlier Pursuit. In 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings (pp. 4699-4703). Article 8461593 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; Vol. 2018-April). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP.2018.8461593

Robust PCA via Dictionary Based Outlier Pursuit. / Li, Xingguo; Ren, Jineng; Rambhatla, Sirisha et al.
2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2018. p. 4699-4703 8461593 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; Vol. 2018-April).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Li, X, Ren, J, Rambhatla, S, Xu, Y & Haupt, J 2018, Robust PCA via Dictionary Based Outlier Pursuit. in 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings., 8461593, ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, vol. 2018-April, Institute of Electrical and Electronics Engineers Inc., pp. 4699-4703, 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018, Calgary, Canada, 4/15/18. https://doi.org/10.1109/ICASSP.2018.8461593

Li X, Ren J, Rambhatla S, Xu Y, Haupt J. Robust PCA via Dictionary Based Outlier Pursuit. In 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings. Institute of Electrical and Electronics Engineers Inc. 2018. p. 4699-4703. 8461593. (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). doi: 10.1109/ICASSP.2018.8461593

Li, Xingguo ; Ren, Jineng ; Rambhatla, Sirisha et al. / Robust PCA via Dictionary Based Outlier Pursuit. 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2018. pp. 4699-4703 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings).

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abstract = "In this paper, we examine the problem of locating vector outliers from a large number of inliers, with a particular focus on the case where the outliers are represented in a known basis or dictionary. Using a convex demixing formulation, we provide provable guarantees for exact recovery of the space spanned by the inliers and the supports of the outlier columns, even when the rank of inliers is high and the number of outliers is a constant proportion of total observations. Comprehensive numerical experiments on both synthetic and hyper-spectral imaging real datasets demonstrate the efficiency of our proposed method.",

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Robust PCA via Dictionary Based Outlier Pursuit

Abstract

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