Sparse and low rank decomposition using l0 penalty

M. O. Ulfarsson, V. Solo, G. Marjanovic

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

High dimensional data is often modeled as a linear combination of a sparse component, a low-rank component, and noise. An example is a video sequence of a busy scene where the background is the low-rank part and the foreground, e.g. moving pedestrians, is the sparse part. Sparse and low rank (SLR) matrix decomposition is a recentmethod that estimates those components. In this paper we develop an l0 based SLR method and an associated tuning parameter selection method based on the extended Bayesian information criterion (EBIC) method. In simulations the new algorithm is compared with state of the art algorithms from the literature.

Original languageEnglish
Title of host publication2015 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages3312-3316
Number of pages5
ISBN (Electronic)9781467369978
DOIs
Publication statusPublished - 4 Aug 2015
Event40th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Brisbane, Australia
Duration: 19 Apr 201424 Apr 2014

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2015-August

Conference

Conference40th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015
Country/TerritoryAustralia
CityBrisbane
Period19/04/1424/04/14

Bibliographical note

Publisher Copyright: © 2015 IEEE.

Other keywords

  • Cyclic Descent
  • Extended BIC
  • Sparse and Low Rank Matrix Decomposition
  • l penalty

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