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Cited in
(34)- ScreeNOT
- Asymptotic performance of PCA for high-dimensional heteroscedastic data
- ePCA: high dimensional exponential family PCA
- MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
- Spiked separable covariance matrices and principal components
- Low-rank matrix denoising for count data using unbiased Kullback-Leibler risk estimation
- Edge statistics of large dimensional deformed rectangular matrices
- Heteroskedastic PCA: algorithm, optimality, and applications
- Optimal prediction in the linearly transformed spiked model
- Estimating latent asset-pricing factors
- Testing in high-dimensional spiked models
- Matrix completion for matrices with low-rank displacement
- Permutation methods for factor analysis and PCA
- Rapid evaluation of the spectral signal detection threshold and Stieltjes transform
- High dimensional deformed rectangular matrices with applications in matrix denoising
- Matrix estimation by universal singular value thresholding
- SPECTRODE
- Optimal singular value shrinkage for operator norm loss: extending to non-square matrices
- Deterministic parallel analysis: an improved method for selecting factors and principal components
- RMTool
- Efficient computation of limit spectra of sample covariance matrices
- LowRankModels
- Pyglrm
- ePCA
- Condor
- Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising
- Adaptive singular value shrinkage estimate for low rank tensor denoising
- Time Series Source Separation Using Dynamic Mode Decomposition
- SVDMAN
- Matrix denoising for weighted loss functions and heterogeneous signals
- QuEST
- flashr
- Optimally Weighted PCA for High-Dimensional Heteroscedastic Data
- LORAKS
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