SubspaceLearn

Convergence of a Grassmannian Gradient Descent Algorithm for Subspace Estimation from Undersampled Data

Subspace learning and matrix factorization problems have great many applications in science and engineering, and efficient algorithms are critical as dataset sizes continue to grow. Many relevant problem formulations are non-convex, and in a variety …

Matched Subspace Detection Using Compressively Sampled Data

We consider the problem of detecting whether a high dimensional signal lies in a given low dimensional subspace using only a few compressive measurements of it. By leveraging modern random matrix theory, we show that, even when we are short on …

Global Convergence of a Grassmannian Gradient Descent Algorithm for Subspace Estimation

It has been observed in a variety of contexts that gradient descent methods have great success in solving low-rank matrix factorization problems, despite the relevant problem formulation being non-convex. We tackle a particular instance of this …

Iterative Grassmannian Optimization for Robust Image Alignment

Robust high-dimensional data processing has witnessed an exciting development in recent years, as theoretical results have shown that it is possible using convex programming to optimize data fit to a low-rank component plus a sparse outlier …

Iterative Online Subspace Learning for Robust Image Alignment

Robust high-dimensional data processing has witnessed an exciting development in recent years, as theoretical results have shown that it is possible using convex programming to optimize data fit to a low-rank component plus a sparse outlier …