The following publications are possibly variants of this publication:
- Asymptotic performance of PCA for high-dimensional heteroscedastic dataDavid Hong, Laura Balzano, Jeffrey A. Fessler. ma, 167:435-452, 2018. [doi]
- Probabilistic PCA for Heteroscedastic DataDavid Hong, Laura Balzano, Jeffrey A. Fessler. camsap 2019: 26-30 [doi]
- Towards a theoretical analysis of PCA for heteroscedastic dataDavid Hong, Laura Balzano, Jeffrey A. Fessler. allerton 2016: 496-503 [doi]
- HePPCAT: Probabilistic PCA for Data With Heteroscedastic NoiseDavid Hong, Kyle Gilman, Laura Balzano, Jeffrey A. Fessler. tsp, 69:4819-4834, 2021. [doi]