The norst from praneethmurthy

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MATLAB implementation of "Nearly Optimal Robust Subspace Tracking", ICML 2018. Longer version to appear in IEEE Journal of Selected Areas in Information Theory, 2020.

License: MIT License

MATLAB 97.00% C++ 3.00%

norst's Introduction

This folder contains the code accompanying paper.

[1] "Nearly Optimal Robust Subspace Tracking", Praneeth Narayanamurthy and Namrata Vaswani, ICML, 2018 (long version available at https://arxiv.org/abs/1712.06061).

List of main files:

1. DemoFB.m - Wrapper containing the real video foreground background separation. 
2. DemoDynRPCA.m - Wrapper containing the simulated data experiments. 
3. NORST - main function which implements the NORST algorithm for subspace tracking.
4. Offline_NORST - main function which implements the Offline Norst variant for dynamic (and static) Robust PCA
5. NORST_real - main function which implements foreground-background separation.
6. phase_transition_generation.m - file to generate phase transition plots
7. xmin_variation.m - file to verify the effect of varying x_min.

Folders:

1. YALL1 - folder containing files to implement ell-1 minimization.
2. PROPACK - Linear Algebra toolbox for MATLAB

Other files:

1. ncrpca -- code implemented Non-convex Robust PCA, NIPS 14 downloaded from authors' website and its accompaniments lansvd, lanbpro etc
2. cgls -- fast method to implement least squares

For any further questions/suggestions please contact me @ pkurpadn iastate edu (insert obvious symbols)

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