David Hong, Kyle Gilman, Laura Balzano, Jeffrey A. Fessler. HePPCAT: Probabilistic PCA for Data With Heteroscedastic Noise. IEEE Transactions on Signal Processing, 69:4819-4834, 2021. [doi]
@article{HongGBF21, title = {HePPCAT: Probabilistic PCA for Data With Heteroscedastic Noise}, author = {David Hong and Kyle Gilman and Laura Balzano and Jeffrey A. Fessler}, year = {2021}, doi = {10.1109/TSP.2021.3104979}, url = {https://doi.org/10.1109/TSP.2021.3104979}, researchr = {https://researchr.org/publication/HongGBF21}, cites = {0}, citedby = {0}, journal = {IEEE Transactions on Signal Processing}, volume = {69}, pages = {4819-4834}, }