科学研究

Robust Low-Rank Matrix Recovery via Hybrid Ordinary-Welsch Function

发布时间:2023-08-05

主讲嘉宾:Prof. SO Hing Cheung

City University of Hong Kong

邀请人: 黄磊

时间: 202387(周一) 上午10:30-11:30

地点: 永利集团致信楼永利集团N710会议室



Abstract: As a widely-used tool to resist outliers, the correntropy criterion or Welsch function has recently been exploited for robust matrix recovery. However, it down-weighs all observations including uncontaminated data. On the other hand, its implicit regularizer (IR) cannot achieve sparseness, which is a desirable property in many practical scenarios. To address these two issues, we devise a novel M-estimator called hybrid ordinary-Welsch (HOW) function, which only down-weighs the outlier-contaminated data, and the IR generated by the HOW can attain sparseness. The HOW function is then applied to robust matrix recovery, and an efficient algorithm is developed. Extensive experimental results based on synthetic and real-world data demonstrate that the proposed approach outperforms the state-of-the-art methods in terms of recovery accuracy and runtime.


Biography: Hing Cheung So (S’90–M’95–SM’07-F’15) was born in Hong Kong. He received the B.Eng. degree from the City University of Hong Kong and the Ph.D. degree from The Chinese University of Hong Kong, both in electronic engineering, in 1990 and 1995, respectively. From 1990 to 1991, he was an Electronic Engineer with the Research and Development Division, Everex Systems Engineering Ltd., Hong Kong. During 1995-1996, he was a Postdoctoral Fellow with The Chinese University of Hong Kong. From 1996 to 1999, he was a Research Assistant Professor with the Department of Electronic Engineering, City University of Hong Kong, where he is currently a Professor. His research interests include detection and estimation, fast and adaptie algorithms, multidimensional harmonic retrieval, robust signal processing, source localization, and sparse approximation.

He has been on the editorial boards of IEEE Signal Processing Magazine (2014-2017), IEEE Transactions on Signal Processing (2010-2014), Signal Processing (2010-), and Digital Signal Processing (2011-). He was also Lead Guest Editor for IEEE Journal of Selected Topics in Signal Processing, special issue on Advances in Time/Frequency Modulated Array Signal Processing” in 2017. In addition, he was an elected member in Signal Processing Theory and Methods Technical Committee (2011-2016) of the IEEE Signal Processing Society where he was chair in the awards subcommittee (2015-2016).


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