Closed-Form, Provable, and Robust PCA via Leverage Statistics and Innovation Search
Closed-Form, Provable, and Robust PCA via Leverage Statistics and Innovation Search
The idea of Innovation Search, which was initially proposed for data clustering, was recently used for outlier detection. In the application of Innovation Search for outlier detection, the directions of innovation were utilized to measure the innovation of the data points. We study the Innovation Values computed by the Innovation …