Thresholding Based Outlier Robust PCA

Yeshwanth Cherapanamjeri, Prateek Jain, Praneeth Netrapalli

Abstract: We consider the problem of outlier robust PCA (\textbfOR-PCA) where the goal is to recover principal directions despite the presence of outlier data points. That is, given a data matrix $M^*$, wher...