Online PCA for Contaminated Data

NeurIPS 2013 Jiashi FengHuan XuShie MannorShuicheng Yan

We consider the online Principal Component Analysis (PCA) for contaminated samples (containing outliers) which are revealed sequentially to the Principal Components (PCs) estimator. Due to their sensitiveness to outliers, previous online PCA algorithms fail in this case and their results can be arbitrarily bad... (read more)

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