Huahua Wang, Arindam Banerjee, Daniel Boley. Common component analysis for multiple covariance matrices. In Chid Apté, Joydeep Ghosh, Padhraic Smyth, editors, Proceedings of the 17th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, San Diego, CA, USA, August 21-24, 2011. pages 956-964, ACM, 2011. [doi]
Abstract is missing.