NeuroDataDesign / mne-python

MNE : Magnetoencephalography (MEG) and Electroencephalography (EEG) in Python
http://martinos.org/mne/
BSD 3-Clause "New" or "Revised" License
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Implementation of Robust Principal Component Analysis (RPCA) #1

Open rbechto2 opened 5 years ago

rbechto2 commented 5 years ago

Reference issue

Fixes #7048

What does this implement/fix?

Added an implementation of RPCA using the Alternating Direction Method of Multipliers (ADMM) optimization method.

Additional information

The algorithm is adapted from Cian Scannell's implementation in October 2017 (https://github.com/cianmscannell/RPCA)