Methods for Finding the Offset in Robust Subspace Fitting. Issue 1 (18th November 2019)

• Record Type: Journal Article
• Authors: Lellmann, Jan; Neumayer, Sebastian; Nimmer, Max; Steidl, Gabriele
• Other Names: Eberhardsteiner J. guestEditor.; Schöberl M. guestEditor.
• Is Part Of: Proceedings in applied mathematics and mechanics. Volume 19:Issue 1(2019)
• Page Start: n/a
• Page End: n/a
• Publication Date: 2019-11-18
• Subjects: Applied mathematics -- Periodicals; Engineering mathematics -- Periodicals; Mathematical physics -- Periodicals; 519
• DOI: 10.1002/pamm.201900323
• Languages: English
• ISSNs: 1617-7061

Abstract

Abstract: We propose a method for finding the offset in robust PCA which differs from the often used geometric median and arises in a natural way from maximizing the log‐likelihood estimator of a heavy‐tailed Student's t ‐distribution. Proof‐of‐concept numerical comparisons with other algorithms show the very good behavior of our approach.