论文标题
关节低级和局部平滑度的确切分解以及稀疏的矩阵
Exact Decomposition of Joint Low Rankness and Local Smoothness Plus Sparse Matrices
论文作者
论文摘要
众所周知,可以通过多种强大的PCA技术来实现低级别和稀疏矩阵(\ textbf {l+s})中的分解。除了低排名外,局部平滑度(\ textbf {lss})是许多现实世界中矩阵数据(例如高光谱图像和监视视频)的至关重要的先验,它使此类矩阵具有较低的矩阵和局部平稳性。这提出了一个有趣的问题:我们可以根据\ textbf {l \&lss +s}的形式做一个矩阵分解吗?为了解决这个问题,我们在本文中提出了一种新的RPCA模型,该模型基于三维相关的总变异正则化(短时间3DCTV-RPCA),通过完全利用和编码此类关节低位和局部平滑度矩阵的先验表达方式,通过完全利用和编码先前的表达方式。具体而言,使用高尔夫方案的修改,我们证明在某些温和的假设下,提出的3DCTV-RPCA模型可以准确地分解这两个组件,这应该是所有这些相关方法中的第一个理论保证,结合了较低的排名和局部平滑度。此外,通过利用快速傅立叶变换(FFT),我们提出了一种有效的ADMM算法,并具有可靠的收敛保证,以解决所得的优化问题。最后,对模拟和实际应用进行了一系列实验,以证明所提出的3DCTV-RPCA模型的一般有效性。
It is known that the decomposition in low-rank and sparse matrices (\textbf{L+S} for short) can be achieved by several Robust PCA techniques. Besides the low rankness, the local smoothness (\textbf{LSS}) is a vitally essential prior for many real-world matrix data such as hyperspectral images and surveillance videos, which makes such matrices have low-rankness and local smoothness properties at the same time. This poses an interesting question: Can we make a matrix decomposition in terms of \textbf{L\&LSS +S } form exactly? To address this issue, we propose in this paper a new RPCA model based on three-dimensional correlated total variation regularization (3DCTV-RPCA for short) by fully exploiting and encoding the prior expression underlying such joint low-rank and local smoothness matrices. Specifically, using a modification of Golfing scheme, we prove that under some mild assumptions, the proposed 3DCTV-RPCA model can decompose both components exactly, which should be the first theoretical guarantee among all such related methods combining low rankness and local smoothness. In addition, by utilizing Fast Fourier Transform (FFT), we propose an efficient ADMM algorithm with a solid convergence guarantee for solving the resulting optimization problem. Finally, a series of experiments on both simulations and real applications are carried out to demonstrate the general validity of the proposed 3DCTV-RPCA model.