Matrix Completion with Noisy Entries and Outliers

1 Mar 2015  ·  Raymond K. W. Wong, Thomas C. M. Lee ·

This paper considers the problem of matrix completion when the observed entries are noisy and contain outliers. It begins with introducing a new optimization criterion for which the recovered matrix is defined as its solution... This criterion uses the celebrated Huber function from the robust statistics literature to downweigh the effects of outliers. A practical algorithm is developed to solve the optimization involved. This algorithm is fast, straightforward to implement, and monotonic convergent. Furthermore, the proposed methodology is theoretically shown to be stable in a well defined sense. Its promising empirical performance is demonstrated via a sequence of simulation experiments, including image inpainting. read more

PDF Abstract


Results from the Paper

  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.


No methods listed for this paper. Add relevant methods here