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-Sc...

Brunton Website: eigensteve.com

This video was produced at the University of Washington