Robust Principal Component Analysis with Adaptive Selection for Tuning Parameters
Isao Higuchi and Shinto Eguchi

@article{5:16,author={Isao Higuchi and Shinto Eguchi}, Title={Robust Principal Component Analysis with Adaptive Selection for Tuning
  Parameters},journal={Journal of Machine Learning Research},volume={5}, url={http://www.jmlr.org/papers/volume5/chawla04a/chawla04a.pdf}}