Asymptotic performance of PCA for high-dimensional heteroscedastic data

20 March 2017

Papers citing "Asymptotic performance of PCA for high-dimensional heteroscedastic data"

9 / 9 papers shown

Title
ALPCAH: Subspace Learning for Sample-wise Heteroscedastic Data Javier Salazar Cavazos Jeffrey A. Fessler Laura Balzano 29 2 0 12 May 2025
Deflated HeteroPCA: Overcoming the curse of ill-conditioning in heteroskedastic PCA Yuchen Zhou Yuxin Chen 38 4 0 10 Mar 2023
HePPCAT: Probabilistic PCA for Data with Heteroscedastic Noise David Hong Kyle Gilman Laura Balzano Jeffrey A. Fessler 32 18 0 10 Jan 2021
Selecting the number of components in PCA via random signflips David Hong Yueqi Sheng Edgar Dobriban 11 15 0 05 Dec 2020
On the Non-Asymptotic Concentration of Heteroskedastic Wishart-type Matrix T. Tony Cai Rungang Han Anru R. Zhang 34 15 0 28 Aug 2020
Learning Entangled Single-Sample Gaussians in the Subset-of-Signals Model Yingyu Liang Hui Yuan 19 5 0 10 Jul 2020
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 Qiangqiang Wu Yanjie Liang 20 25 0 06 Nov 2018
Correlated-PCA: Principal Components' Analysis when Data and Noise are Correlated Namrata Vaswani Han Guo 20 25 0 15 Aug 2016