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

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Revision as of 08:46, 28 February 2024

scientific article
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Heteroskedastic PCA: algorithm, optimality, and applications
scientific article

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    Heteroskedastic PCA: algorithm, optimality, and applications (English)
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    23 March 2022
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    factor analysis model
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    heteroskedasticity
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    perturbation bound
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    principal component analysis
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    singular value decomposition
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