Improved Turbo Message Passing for Compressive Robust Principal Component Analysis: Algorithm Design and Asymptotic Analysis
Compressive Robust Principal Component Analysis (CRPCA) naturally arises in various applications as a means to recover a low-rank matrix low-rank matrix $\boldsymbol{L}$ and a sparse matrix $\boldsymbol{S}$ from compressive measurements. In this paper, we approach the problem from a Bayesian inferen...
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