Heteroskedastic PCA: Algorithm, Optimality, and Applications

Heteroskedastic PCA: Algorithm, Optimality, and Applications

19 October 2018

T. Tony Cai

Papers citing "Heteroskedastic PCA: Algorithm, Optimality, and Applications"

13 / 13 papers shown

Title
ALPCAH: Subspace Learning for Sample-wise Heteroscedastic Data Javier Salazar Cavazos Jeffrey A. Fessler Laura Balzano 24 2 0 12 May 2025
Feature Selection for Latent Factor Models Rittwika Kansabanik Adrian Barbu 69 0 0 13 Dec 2024
High-dimensional analysis of ridge regression for non-identically distributed data with a variance profile Jérémie Bigot Issa-Mbenard Dabo Camille Male 24 4 0 29 Mar 2024
Optimal vintage factor analysis with deflation varimax Xin Bing Dian Jin Yuqian Zhang Yuqian Zhang 8 1 0 16 Oct 2023
Mode-wise Principal Subspace Pursuit and Matrix Spiked Covariance Model Runshi Tang M. Yuan Anru R. Zhang 22 3 0 02 Jul 2023
The Power of Contrast for Feature Learning: A Theoretical Analysis Wenlong Ji Zhun Deng Ryumei Nakada James Y. Zou Linjun Zhang SSL 44 48 0 06 Oct 2021
Power Iteration for Tensor PCA Jiaoyang Huang Daniel Zhengyu Huang Qing Yang Guang Cheng 19 18 0 26 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 14 5 0 10 Jul 2020
High-dimensional principal component analysis with heterogeneous missingness Ziwei Zhu Tengyao Wang R. Samworth 23 47 0 28 Jun 2019
Rapid evaluation of the spectral signal detection threshold and Stieltjes transform W. Leeb 11 7 0 26 Apr 2019
Correlated-PCA: Principal Components' Analysis when Data and Noise are Correlated Namrata Vaswani Han Guo 20 25 0 15 Aug 2016
Poisson noise reduction with non-local PCA Joseph Salmon Zachary T. Harmany Charles-Alban Deledalle Rebecca Willett 46 313 0 02 Jun 2012