Approximation of second-order moment processes from local averages.
The research on the robust principal component analysis has been attracting much attention recently. Generally, the model assumes sparse noise and characterizes the error term by the -norm. However, the sparse noise has clustering effect in practice so using a certain -norm simply is not appropriate for modeling. In this paper, we propose a novel method based on sparse Bayesian learning principles and Markov random fields. The method is proved to be very effective for low-rank matrix recovery...
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