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Robust subspace recovery by Tyler's M-es...
Zhang, Teng...
Robust subspace recovery by Tyler's M-estimator by Zhang, Teng ( Author )
Australian National University
02-08-2023
This paper considers the problem of robust subspace recovery: given a set of $N$ points in $\mathbb{R}^D$, if many lie in a $d$-dimensional subspace, then can we recover the underlying subspace? We show that Tyler's M-estimator can be used to recover the underlying subspace, if the percentage of the inliers is larger than $d/D$ and the data points lie in general position. Empirically, Tyler's M-estimator compares favorably with other convex subspace recovery algorithms in both simulations and experiments on real data sets.
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Article
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30.00 KB
English
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MYR 0.01
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http://arxiv.org/abs/1206.1386
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