Heteroskedastic PCA: algorithm, optimality, and applications (Q2119219): Difference between revisions

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+Statistical analysis of factor models of high dimension
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+On sample eigenvalues in a generalized spiked population model
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+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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+Eigenvalues of large sample covariance matrices of spiked population models
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+Q2809807
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+Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
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+Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics
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+Exact matrix completion via convex optimization
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+Unbiased Risk Estimates for Singular Value Thresholding and Spectral Estimators
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+The Power of Convex Relaxation: Near-Optimal Matrix Completion
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+Multisample estimation of bacterial composition matrices in metagenomics data
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+Matrix estimation by universal singular value thresholding
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+The Rotation of Eigenvectors by a Perturbation. III
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+On the Best Rank-1 and Rank-(<i>R</i><sub>1</sub> ,<i>R</i><sub>2</sub> ,. . .,<i>R<sub>N</sub></i>) Approximation of Higher-Order Tensors
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+Minimax risk of matrix denoising by singular value thresholding
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+Optimal shrinkage of eigenvalues in the spiked covariance model
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+Optimal Shrinkage of Singular Values
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+Asymptotic performance of PCA for high-dimensional heteroscedastic data
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+RELATIONS BETWEEN TWO SETS OF VARIATES
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+Low-rank matrix completion using alternating minimization
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+On the distribution of the largest eigenvalue in principal components analysis
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+Matrix Completion From a Few Entries
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+Q2896128
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+\(e\)PCA: high dimensional exponential family PCA
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+High-dimensional covariance matrix estimation with missing observations
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+A Schatten-\(q\) low-rank matrix perturbation analysis via perturbation projection error bound
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+Q2896145
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+OptShrink: An Algorithm for Improved Low-Rank Signal Matrix Denoising by Optimal, Data-Driven Singular Value Shrinkage
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+Finite sample approximation results for principal component analysis: A matrix perturbation approach
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+Bi-cross-validation for factor analysis
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+Q5449216
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+A Simpler Approach to Matrix Completion
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+Low-rank model with covariates for count data with missing values
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+Poisson noise reduction with non-local PCA
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+Probabilistic Principal Component Analysis
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+Asymptotics of empirical eigenstructure for high dimensional spiked covariance
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+Perturbation bounds in connection with singular value decomposition
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+Large Sample Covariance Matrices and High-Dimensional Data Analysis
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+A useful variant of the Davis–Kahan theorem for statisticians
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+Tensor SVD: Statistical and Computational Limits
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+Optimal Bipartite Network Clustering
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