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Towards a Theoretical Analysis of PCA for Heteroscedastic Data

Towards a Theoretical Analysis of PCA for Heteroscedastic Data

12 October 2016
David Hong
Laura Balzano
Jeffrey A. Fessler
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Papers citing "Towards a Theoretical Analysis of PCA for Heteroscedastic Data"

4 / 4 papers shown
Title
Deflated HeteroPCA: Overcoming the curse of ill-conditioning in
  heteroskedastic PCA
Deflated HeteroPCA: Overcoming the curse of ill-conditioning in heteroskedastic PCA
Yuchen Zhou
Yuxin Chen
40
4
0
10 Mar 2023
Selecting the number of components in PCA via random signflips
Selecting the number of components in PCA via random signflips
David Hong
Yueqi Sheng
Edgar Dobriban
11
15
0
05 Dec 2020
Rapid evaluation of the spectral signal detection threshold and
  Stieltjes transform
Rapid evaluation of the spectral signal detection threshold and Stieltjes transform
W. Leeb
19
7
0
26 Apr 2019
Optimal spectral shrinkage and PCA with heteroscedastic noise
Optimal spectral shrinkage and PCA with heteroscedastic noise
Qiangqiang Wu
Yanjie Liang
20
25
0
06 Nov 2018
1