@ARTICLE{hong:23:owp,
 author = {D. Hong and F. Yang and J. A. Fessler and L. Balzano},
 title = {Optimally weighted {PCA} for high-dimensional heteroscedastic data},
 journal = {{SIAM J. Math. of Data Sci.}},
 volume = 5,
 number = 1,
 pages = {{222--50}},
 code = {https://gitlab.com/dahong/optimally-weighted-pca-heteroscedastic-data},
 code = {https://github.com/dahong67/WeightedPCA.jl},
 doi = {10.1137/22M1470244},
 year = 2023
}

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