Tensor Robust Principal Component Analysis From Multilevel Quantized Observations
Jianjun Wang, Jingyao Hou, Yonina C. Eldar
Abstract
We consider Quantized Tensor Robust Principal Component Analysis (Q-TRPCA), which aims to recover a low-rank tensor and a sparse tensor from noisy, quantized, and sparsely corrupted measurements. A nonconvex constrained maximum likelihood (ML) estimation method is proposed for Q-TRPCA. We provide an upper bound on the Frobenius norm of tensor estimation error under this method. Making use of tools in information theory, we derive a theoretical lower bound on the best achievable estimation error from unquantized measurements. Compared with the lower bound, the upper bound on the estimation error is nearly order-optimal. We further develop an efficient convex ML estimation scheme for Q-TRPCA based on the tensor nuclear norm (TNN) constraint. This method is more robust to sparse noises than the latter nonconvex ML estimation approach. Conducting experiments on both synthetic data and real-world data, we show the effectiveness of the proposed methods.