Pamela C. Cosman

Sparsity regularized Principal Component Pursuit

We study the problem of low-rank and sparse decomposition from possibly noisy observations. We propose a novel objective function with nuclear norm on the low-rank term and ℓ <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">0</sub> -`norm' on the sparse…