Authors
Daniel Hsu, Sham M. Kakade, Tong Zhang
Publication date
2011
Journal
Information Theory, IEEE Transactions on
Issue
99
Pages
1-1
Publisher
IEEE
Description
Suppose a given observation matrix can be decomposed as the sum of a low-rank matrix and a sparse matrix, and the goal is to recover these individual components from the observed sum. Such additive decompositions have applications in a variety of numerical problems including system identification, latent variable graphical modeling, and principal components analysis. We study conditions under which recovering such a decomposition is possible via a combination of norm and trace norm minimization. We are specifically interested in the question of how many sparse corruptions are allowed so that convex programming can still achieve accurate recovery, and we obtain stronger recovery guarantees than previous studies. Moreover, we do not assume that the spatial pattern of corruptions is random, which stands in contrast to related analyses under such assumptions via matrix completion.
Total citations
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Scholar articles
D Hsu, SM Kakade, T Zhang - IEEE Transactions on Information Theory, 2011
D Hsu, SM Kakade, T Zhang - arXiv preprint arXiv:1011.1518, 2010