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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Mardani, M. Mateos, G. Giannakis, G.B. |
| Copyright Year | 2013 |
| Description | Author affiliation: Dept. of ECE, Univ. of Minnesota, Minneapolis, MN, USA (Mardani, M.; Mateos, G.; Giannakis, G.B.) |
| Abstract | Extracting latent low-dimensional structure from high-dimensional data is of paramount importance in timely inference tasks encountered with `Big Data' analytics. However, increasingly noisy, heterogeneous, and incomplete datasets as well as the need for real-time processing pose major challenges towards achieving this goal. In this context, the fresh look advocated here permeates benefits from rank minimization to track low-dimensional subspaces from incomplete data. Leveraging the low-dimensionality of the subspace sought, a novel estimator is proposed based on an exponentially-weighted least-squares criterion regularized with the nuclear norm. After recasting the non-separable nuclear norm into a form amenable to online optimization, a real-time algorithm is developed and its convergence established under simplifying technical assumptions. The novel subspace tracker can asymptotically offer the well-documented performance guarantees of the batch nuclear-norm regularized estimator. Simulated tests with real Internet data confirm the efficacy of the proposed algorithm in tracking the traffic subspace, and its superior performance relative to state-of-the-art alternatives. |
| Starting Page | 5681 |
| Ending Page | 5685 |
| File Size | 542556 |
| Page Count | 5 |
| File Format | |
| ISBN | 9781479903566 |
| ISSN | 15206149 |
| DOI | 10.1109/ICASSP.2013.6638752 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2013-05-26 |
| Publisher Place | Canada |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Abstracts Indexes matrix completion Low rank online algorithm |
| Content Type | Text |
| Resource Type | Article |
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