Department of Electrical Engineering, Columbia University, New York, NY 10027, jw2966@columbia.edu; Department of Electrical Engineering, Columbia University, New York, NY 10027, jy2927@columbia.edu; Department of Applied Physics and Applied Math, Columbia University, New York, NY 10027, jz2903@columbia.edu
Junhui Zhang, Jingkai Yan, John Wright
matrix recovery;ADMM;convex optimization
Square Root Principal Component Pursuit: Tuning-Free Noisy Robust Matrix Recovery