Estimation of Subspace Arrangements with Applications in Modeling and Segmenting Mixed Data

Abstract

In recent years, subspace arrangements have become an increasingly popular class of mathematical objects to be used for modeling a multivariate mixed data set that is (approximately) piecewise linear. A subspace arrangement is a union of multiple subspaces. Each subspace can be conveniently used to model a homogeneous subset of the data. Hence, all the subspaces together can capture the heterogeneous structures within the data set. In this paper, we give a comprehensive introduction to one new approach for the estimation of subspace arrangements, known as generalized principal component analysis. We provide a comprehensive summary of important algebraic properties and statistical facts that are crucial for making the inference of subspace arrangements both efficient and robust, even when the given data are corrupted with noise or contaminated by outliers. This new method in many ways improves and generalizes extant methods for modeling or clustering mixed data. There have been successful applications of this new method to many real-world problems in computer vision, image processing, and system identification. In this paper, we will examine a couple of those representative applications.