Optimally weighted PCA for high-dimensional heteroscedastic data. Hong, D., Fessler, J. A., & Balzano, L. 2018.
Optimally weighted PCA for high-dimensional heteroscedastic data [link]Paper  bibtex   
@MISC{hong:18:owp-arxiv,
 author = {D. Hong and J. A. Fessler and L. Balzano},
 title = {Optimally weighted {PCA} for high-dimensional heteroscedastic data},
 url = {http://arxiv.org/abs/1810.12862},
 year = 2018
}

Downloads: 0