HePPCAT: Probabilistic PCA for data with heteroscedastic noise. Gilman, K., Hong, D., Balzano, L., & Fessler, J. A. 2021.
bibtex   
@CONFERENCE{gilman:21:hpp,
 author = {K. Gilman and D. Hong and L. Balzano and J. A. Fessler},
 title = {{HePPCAT:} {Probabilistic} {PCA} for data with heteroscedastic noise},
 booktitle = {{MSSISS}},
 year = 2021
}

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