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Correlated-PCA: Principal Components' Analysis when Data and Noise are Correlated

Namrata Vaswani, Han Guo. Correlated-PCA: Principal Components' Analysis when Data and Noise are Correlated. In Daniel D. Lee, Masashi Sugiyama, Ulrike V. Luxburg, Isabelle Guyon, Roman Garnett, editors, Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain. pages 1768-1776, 2016. [doi]

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