Robust Principal Component Analysis (RPCA)

Robust statistics is essential for handling data with corruption or missing entries. This robust variant of principal component analysis (PCA) is now a workhorse algorithm in several fields, including fluid mechanics, the Netflix prize, and image processing. Book Website: Book PDF: These lectures follow Chapter 3 from: “Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control“ by Brunton and Kutz Amazon: Brunton Website: