Accelerated Alternating Projections for Robust Principal Component Analysis
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Abstract (arXiv)
We study robust PCA for the fully observed setting, which is about separating a low rank matrix boldsymbolL and a sparse matrix boldsymbolS from their sum boldsymbolD=boldsymbolL+boldsymbolS. In this paper, a new algorithm, dubbed accelerated alternating projections, is introduced for robust PCA which significantly improves the computational efficiency of the existing alternating projections proposed in [Netrapalli, Praneeth, et al., 2014] when updating the low rank factor. The acceleration is achieved by first projecting a matrix onto some low dimensional subspace before obtaining a new estimate of the low rank matrix via truncated SVD. Exact recovery guarantee has been established which shows linear convergence of the proposed algorithm. Empirical performance evaluations establish the advantage of our algorithm over other state-of-the-art algorithms for robust PCA.
Key facts. Cited by 25 papers in the map (data through 14 Oct 2026). First posted on arXiv 15 Nov 2017.
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Citing papers per year: 2021: 7; 2022: 3; 2023: 3; 2024: 6; 2025: 4; 2026: 2.
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- 2021Learned Robust PCA: A Scalable Deep Unfolding Approach for High-Dimensional Outlier Detectioncited by 34
- 2025Time-o1: Time-Series Forecasting Needs Transformed Label Alignmentcited by 22
- 2021Robust CUR Decomposition: Theory and Imaging Applicationscited by 20
- 2021abess: A Fast Best Subset Selection Library in Python and Rcited by 16
- 2021Sparse Plus Low Rank Matrix Decomposition: A Discrete Optimization Approachcited by 14
- 2021Mode-wise Tensor Decompositions: Multi-dimensional Generalizations of CUR Decompositionscited by 13
- 2022Fast and Provable Tensor Robust Principal Component Analysis via Scaled Gradient Descentcited by 11
- 2023Robust Tensor CUR Decompositions: Rapid Low-Tucker-Rank Tensor Recovery with Sparse Corruptioncited by 11
- 2021Fast Robust Tensor Principal Component Analysis via Fiber CUR Decompositioncited by 8
- 2022Riemannian CUR Decompositions for Robust Principal Component Analysiscited by 7
- 2022Robust Implementation of Foreground Extraction and Vessel Segmentation for X-ray Coronary Angiography Image Sequencecited by 5
- 2024On the Robustness of Cross-Concentrated Sampling for Matrix Completioncited by 5
13 more
- 2024Riemannian Optimization for Non-convex Euclidean Distance Geometry with Global Recovery Guaranteescited by 4
- 2024Guarantees of a Preconditioned Subgradient Algorithm for Overparameterized Asymmetric Low-rank Matrix Recoverycited by 4
- 2024Accelerating Ill-conditioned Hankel Matrix Recovery via Structured Newton-like Descentcited by 3
- 2021rSVDdpd: A Robust Scalable Video Surveillance Background Modelling Algorithmcited by 2
- 2023Deep Unrolling for Nonconvex Robust Principal Component Analysiscited by 2
- 2024Structured Sampling for Robust Euclidean Distance Geometrycited by 2
- 2024Leave-One-Out Analysis for Nonconvex Robust Matrix Completion with General Thresholding Functionscited by 1
- 2025A Dual Basis Approach for Structured Robust Euclidean Distance Geometrycited by 1
- 2023Robust Principal Component Analysis using Density Power Divergencecited by 0
- 2025Robust Anomaly Detection via Tensor Pseudoskeleton Decompositioncited by 0
- 2025RGNMR: A Gauss-Newton method for robust matrix completion with theoretical guaranteescited by 0
- 2026Mean-Shift PCA by Knockoff Meancited by 0
- 2026Robust Low-Tubal-Rank Tensor Completion under Cross-Concentrated Samplingcited by 0
- 2026Robust Low-Tubal-Rank Tensor Completion under Cross-Concentrated Sampling4 Aug 2026
- 2026Mean-Shift PCA by Knockoff Mean25 May 2026
- 2025A Dual Basis Approach for Structured Robust Euclidean Distance Geometry23 May 2025
- 2025Time-o1: Time-Series Forecasting Needs Transformed Label Alignment23 May 2025
- 2025RGNMR: A Gauss-Newton method for robust matrix completion with theoretical guarantees19 May 2025
- 2025Robust Anomaly Detection via Tensor Pseudoskeleton Decomposition14 Feb 2025
- 2024Structured Sampling for Robust Euclidean Distance Geometry14 Dec 2024
- 2024Guarantees of a Preconditioned Subgradient Algorithm for Overparameterized Asymmetric Low-rank Matrix Recovery22 Oct 2024
- 2024Riemannian Optimization for Non-convex Euclidean Distance Geometry with Global Recovery Guarantees8 Oct 2024
- 2024Leave-One-Out Analysis for Nonconvex Robust Matrix Completion with General Thresholding Functions28 Jul 2024
- 2024Accelerating Ill-conditioned Hankel Matrix Recovery via Structured Newton-like Descent11 Jun 2024
- 2024On the Robustness of Cross-Concentrated Sampling for Matrix Completion28 Jan 2024
13 more
- 2023Robust Principal Component Analysis using Density Power Divergence24 Sep 2023
- 2023Deep Unrolling for Nonconvex Robust Principal Component Analysis12 Jul 2023
- 2023Robust Tensor CUR Decompositions: Rapid Low-Tucker-Rank Tensor Recovery with Sparse Corruption6 May 2023
- 2022Robust Implementation of Foreground Extraction and Vessel Segmentation for X-ray Coronary Angiography Image Sequence15 Sep 2022
- 2022Fast and Provable Tensor Robust Principal Component Analysis via Scaled Gradient Descent18 Jun 2022
- 2022Riemannian CUR Decompositions for Robust Principal Component Analysis17 Jun 2022
- 2021abess: A Fast Best Subset Selection Library in Python and R19 Oct 2021
- 2021Learned Robust PCA: A Scalable Deep Unfolding Approach for High-Dimensional Outlier Detection11 Oct 2021
- 2021Sparse Plus Low Rank Matrix Decomposition: A Discrete Optimization Approach26 Sep 2021
- 2021rSVDdpd: A Robust Scalable Video Surveillance Background Modelling Algorithm22 Sep 2021
- 2021Fast Robust Tensor Principal Component Analysis via Fiber CUR Decomposition23 Aug 2021
- 2021Mode-wise Tensor Decompositions: Multi-dimensional Generalizations of CUR Decompositions19 Mar 2021
- 2021Robust CUR Decomposition: Theory and Imaging Applications5 Jan 2021
- 2021Learned Robust PCA: A Scalable Deep Unfolding Approach for High-Dimensional Outlier Detectioncited by 34
- 2025Time-o1: Time-Series Forecasting Needs Transformed Label Alignmentcited by 22
- 2021Robust CUR Decomposition: Theory and Imaging Applicationscited by 20
- 2021abess: A Fast Best Subset Selection Library in Python and Rcited by 16
- 2021Sparse Plus Low Rank Matrix Decomposition: A Discrete Optimization Approachcited by 14
- 2021Mode-wise Tensor Decompositions: Multi-dimensional Generalizations of CUR Decompositionscited by 13
- 2022Fast and Provable Tensor Robust Principal Component Analysis via Scaled Gradient Descentcited by 11
- 2023Robust Tensor CUR Decompositions: Rapid Low-Tucker-Rank Tensor Recovery with Sparse Corruptioncited by 11
- 2021Fast Robust Tensor Principal Component Analysis via Fiber CUR Decompositioncited by 8
- 2022Riemannian CUR Decompositions for Robust Principal Component Analysiscited by 7
- 2022Robust Implementation of Foreground Extraction and Vessel Segmentation for X-ray Coronary Angiography Image Sequencecited by 5
- 2024On the Robustness of Cross-Concentrated Sampling for Matrix Completioncited by 5
12 most cited of 25 All 25 (JSON)
- 2026Robust Low-Tubal-Rank Tensor Completion under Cross-Concentrated Sampling4 Aug 2026
- 2026Mean-Shift PCA by Knockoff Mean25 May 2026
- 2025A Dual Basis Approach for Structured Robust Euclidean Distance Geometry23 May 2025
- 2025Time-o1: Time-Series Forecasting Needs Transformed Label Alignment23 May 2025
- 2025RGNMR: A Gauss-Newton method for robust matrix completion with theoretical guarantees19 May 2025
- 2025Robust Anomaly Detection via Tensor Pseudoskeleton Decomposition14 Feb 2025
- 2024Structured Sampling for Robust Euclidean Distance Geometry14 Dec 2024
- 2024Guarantees of a Preconditioned Subgradient Algorithm for Overparameterized Asymmetric Low-rank Matrix Recovery22 Oct 2024
- 2024Riemannian Optimization for Non-convex Euclidean Distance Geometry with Global Recovery Guarantees8 Oct 2024
- 2024Leave-One-Out Analysis for Nonconvex Robust Matrix Completion with General Thresholding Functions28 Jul 2024
- 2024Accelerating Ill-conditioned Hankel Matrix Recovery via Structured Newton-like Descent11 Jun 2024
- 2024On the Robustness of Cross-Concentrated Sampling for Matrix Completion28 Jan 2024
12 newest of 25 All 25 (JSON)