GPCA with denoising: A moments-based convex approach

This paper addresses the problem of segmenting a combination of linear subspaces and quadratic surfaces from sample data points corrupted by (not necessarily small) noise. Our main result shows that this problem can be reduced to minimizing the rank of a matrix whose entries are affine in the optimization variables, subject to a convex constraint imposing that these variables are the moments of an (unknown) probability distribution function with finite support. Exploiting the linear matrix inequality based characterization of the moments problem and appealing to well known convex relaxations of rank leads to an overall semi-definite optimization problem. We apply our method to problems such as simultaneous 2D motion segmentation and motion segmentation from two perspective views and illustrate that our formulation substantially reduces the noise sensitivity of existing approaches.