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arXiv · 1911.08024

A Bias Trick for Centered Robust Principal Component Analysis

Baokun He·Guihong Wan·Haim Schweitzer
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Abstract

Outlier based Robust Principal Component Analysis (RPCA) requires centering of the non-outliers. We show a "bias trick" that automatically centers these non-outliers. Using this bias trick we obtain the first RPCA algorithm that is optimal with respect to centering.

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Baokun He, Guihong Wan, Haim Schweitzer. 2019-11-19. A Bias Trick for Centered Robust Principal Component Analysis. https://arxiv.org/abs/1911.08024

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