HePPCAT: Probabilistic PCA for Data With Heteroscedastic Noise

DOI10.1109/TSP.2021.3104979MaRDI QIDQ5868735

Jeffrey A. Fessler, David Hong, Kyle Gilman, Laura Balzano

Publication date: 23 September 2022

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.03468

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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