HePPCAT: Probabilistic PCA for Data with Heteroscedastic Noise

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HePPCAT: Probabilistic PCA for Data with Heteroscedastic Noise

IEEE Transactions on Signal Processing (IEEE TSP), 2021

10 January 2021

Jeffrey A. Fessler

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Papers citing "HePPCAT: Probabilistic PCA for Data with Heteroscedastic Noise"

9 / 9 papers shown

Title
ALPCAHUS: Subspace Clustering for Heteroscedastic Data Javier Salazar Cavazos Jeffrey A. Fessler Laura Balzano 274 0 0 25 May 2025
T-Rex: Fitting a Robust Factor Model via Expectation-Maximization Daniel Cederberg 177 0 0 17 May 2025
ALPCAH: Subspace Learning for Sample-wise Heteroscedastic DataIEEE Transactions on Signal Processing (IEEE TSP), 2025 Javier Salazar Cavazos Jeffrey A. Fessler Laura Balzano 203 4 0 12 May 2025
The Fisher-Rao geometry of CES distributions Florent Bouchard A. Breloy Antoine Collas Alexandre Renaux G. Ginolhac 196 7 0 02 Oct 2023
ALPCAH: Sample-wise Heteroscedastic PCA with Tail Singular Value RegularizationInternational Conference on Sampling Theory and Applications (SampTA), 2023 Javier Salazar Cavazos Jeffrey A. Fessler Laura Balzano 318 2 0 06 Jul 2023
HeMPPCAT: Mixtures of Probabilistic Principal Component Analysers for Data with Heteroscedastic NoiseIEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2023 Alec S. Xu Laura Balzano Jeffrey A. Fessler 102 2 0 21 Jan 2023
Matrix Denoising with Partial Noise Statistics: Optimal Singular Value Shrinkage of Spiked F-MatricesInformation and Inference A Journal of the IMA (JIII), 2022 M. Gavish W. Leeb Elad Romanov 209 6 0 02 Nov 2022
Biwhitening Reveals the Rank of a Count MatrixSIAM Journal on Mathematics of Data Science (SIMODS), 2021 Boris Landa Thomas T. Zhang Y. Kluger 316 25 0 25 Mar 2021
Optimally Weighted PCA for High-Dimensional Heteroscedastic Data David Hong Fan Yang Jeffrey A. Fessler Laura Balzano 232 34 0 30 Oct 2018