These MATLAB codes implement the variational Bayesian low-rank 
matrix completion and robust PCA methods described in the paper

S. D. Babacan, M. Luessi, R. Molina, and A. K. Katsaggelos, 
"Sparse Bayesian Methods for Low-Rank Matrix Estimation," 
IEEE Transactions on Signal Processing, 2012.

VBMC: Variational Bayesian low-rank matrix completion main code
VBRPCA: Variational Bayesian robust PCA main code

Example runs of these codes are shown in the scripts RunVBMC and RunVBRPCA. These scripts explain the general use of these codes, additional details can be found in the main codes.

Please contact S. Derin Babacan at dbabacan [at] gmail.com for bug reports/ comments/ suggestions/ questions. 

Copyright (c): S. Derin Babacan, 2011
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License <http://www.gnu.org/licenses/> for more details.


