@CONFERENCE{balzano:18:owp,
 author = {L. Balzano and D. Hong and J. A. Fessler},
 title = {Optimally weighted {PCA} for high-dimensional heteroscedastic data},
 booktitle = {{Simons Workshop on Robust and High-Dimensional Statistics}},
 url = {https://simons.berkeley.edu/talks/optimally-weighted-pca-high-dimensional-heteroscedastic-data},
 year = 2018
}

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