HePPCAT: probabilistic PCA for data with heteroscedastic noise. Hong, D., Gilman, K., Balzano, L., & Fessler, J. A. 2021.
Paper bibtex @MISC{hong:21:hpp-arxiv,
author = {D. Hong and K. Gilman and L. Balzano and J. A. Fessler},
title = {{HePPCAT:} probabilistic {PCA} for data with heteroscedastic noise},
url = {http://arxiv.org/abs/2101.03468},
year = 2021
}
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