Bayesian RPCA

X. Ding, L. He, L. Carin, “Bayesian Robust Principal Component Analysis”, IEEE Transaction on Image Processing, 2011.

S. Babacan, M. Luessi, R. Molina, A. Katsaggelos, “Sparse Bayesian Methods for Low-Rank Matrix Estimation”, IEEE Transactions on Signal Processing, 2011.

C. Aicher, “Variational Bayes Approach to Robust Principal Component Analysis”, REU 2013, University of Colorado, USA, 2013.

Q. Zhao, D. Meng, Z. Xu, W. Zuo, L. Zhang, "Robust Principal Component Analysis with Complex Noise", International Conference on Machine Learning, ICML 2014, 2014.

G. Huan, Y. Li, Z. Song, “A Novel Robust Principal Component Analysis Method for Image And Video Processing”, Applications of Mathematics, pages 197–214, 2016.

N. Han, Y. Song, Z. Song, “Bayesian Robust Principal Component Analysis with Structured Sparse Component”, Computational Statistics and Data Analysis, Volume 109, pages144-158, January 2017.

T. Oh, Y. Matsushita, I. Kweon, D. Wipf, "Pseudo-Bayesian Robust PCA: Algorithms and Analysis", IEEE Transaction on Pattern Analysis and Machine Intelligence, 2016.

T. Oh, D. Wipf, Y. Matsushita, I. Kweon, "A pseudo-Bayesian algorithm for robust PCA", International Conference on Neural Information Processing Systems, NIPS 2016, 2016.

X. Jia, X. Feng, W. Wang, C. Xu, L. Zhang, “Bayesian Inference for Adaptive Low Rank and Sparse Matrix Estimation”, Neurocomputing, 2018.

J. Liu, Y. Ding, B. Rao, "Sparse Bayesian Learning for Robust PCA”, IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2019, pages 4883-4887, Brighton, UK, 2019.

K. Tang, Z Su, J. Zhang, L. Cui, W. Jiang, X. Luo, X. Sun, "Bayesian rank penalization", Neural Networks, Volume 116, pages 246-256, 2019.

J. Liu, B. Rao, "Sparse Bayesian Learning for Robust PCA: Algorithms and Analyses”, IEEE Transactions on Signal Processing, Volume 67, No. 22, pages 5837-5849, 2019.