HePPCAT: Probabilistic PCA for Data With Heteroscedastic Noise

DOI10.1109/TSP.2021.3104979MaRDI QIDQ5868735zbMATH OpenFDO

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

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)

Cited in

(6)

• Biwhitening Reveals the Rank of a Count Matrix
• Optimally Weighted PCA for High-Dimensional Heteroscedastic Data
• Why topological data analysis detects financial bubbles?
• HePPCAT: Probabilistic PCA for Data with Heteroscedastic Noise
• Scalable magnetic resonance fingerprinting: incremental inference of high-dimensional elliptical mixtures from large data volumes
• A semidefinite relaxation for sums of heterogeneous quadratic forms on the Stiefel manifold

This page was built for publication: HePPCAT: Probabilistic PCA for Data With Heteroscedastic Noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5868735)