Stable Local-Smooth Principal Component Pursuit

SIAM Journal on Imaging Sciences, Volume 17, Issue 2, Page 1182-1205, June 2024.
Abstract.Recently, the CTV-RPCA model proposed the first recoverable theory for separating low-rank and local-smooth matrices and sparse matrices based on the correlated total variation (CTV) regularizer. However, the CTV-RPCA model ignores the influence of noise, which makes the model unable to effectively extract low-rank and local-smooth principal components under noisy circumstances. To alleviate this issue, this article extends the CTV-RPCA model by considering the influence of noise and proposes two robust models with parameter adaptive adjustment, i.e., Stable Principal Component Pursuit based on CTV (CTV-SPCP) and Square Root Principal Component Pursuit based on CTV (CTV-[math]). Furthermore, we present a statistical recoverable error bound for the proposed models, which allows us to know the relationship between the solution of the proposed models and the ground-truth. It is worth mentioning that, in the absence of noise, our theory degenerates back to the exact recoverable theory of the CTV-RPCA model. Finally, we develop the effective algorithms with the strict convergence guarantees. Extensive experiments adequately validate the theoretical assertions and also demonstrate the superiority of the proposed models over many state-of-the-art methods on various typical applications, including video foreground extraction, multispectral image denoising, and hyperspectral image denoising. The source code is released at https://github.com/andrew-pengjj/CTV-SPCP.