"Optimally Weighted PCA for High-Dimensional Heteroscedastic Data."

David Hong et al. (2023)

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DOI: 10.1137/22M1470244

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type: Journal Article

metadata version: 2024-01-13

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David Hong, Fan Yang, Jeffrey A. Fessler, Laura Balzano:
Optimally Weighted PCA for High-Dimensional Heteroscedastic Data. SIAM J. Math. Data Sci. 5(1): 222-250 (2023)

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