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: http://databookuw.com Book PDF: http://databookuw.com/databook.pdf These lectures follow Chapter 3 from: "Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz Amazon: https://www.amazon.com/Data-Driven-Science-Engineering-Learning-Dynamical/dp/1108422098/ Brunton Website: eigensteve.com This video was produced at the University of Washington