Towards a theoretical analysis of PCA for heteroscedastic data. Hong, D., Balzano, L., & Fessler, J. A. 2016.
Towards a theoretical analysis of PCA for heteroscedastic data [link]Paper  bibtex   
@MISC{hong:16:tat-arxiv,
 author = {D. Hong and L. Balzano and J. A. Fessler},
 title = {Towards a theoretical analysis of {PCA} for heteroscedastic data},
 url = {http://arxiv.org/abs/1610.03595},
 year = 2016
}

Downloads: 0