Optimally Weighted PCA for High-Dimensional Heteroscedastic Data

David Hong, Fan Yang, Jeffrey A. Fessler, Laura Balzano

Open source

DOI: 10.1137/22m1470244
Published: 2023-03-30
Container: SIAM Journal on Mathematics of Data Science
Publisher: Society for Industrial & Applied Mathematics (SIAM)
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1137/22m1470244,
  title = {Optimally Weighted PCA for High-Dimensional Heteroscedastic Data},
  author = {David Hong and Fan Yang and Jeffrey A. Fessler and Laura Balzano},
  year = {2023},
  journal = {SIAM Journal on Mathematics of Data Science},
  doi = {10.1137/22m1470244},
  url = {https://doi.org/10.1137/22m1470244}
}

RIS

TY  - JOUR
TI  - Optimally Weighted PCA for High-Dimensional Heteroscedastic Data
AU  - David Hong
AU  - Fan Yang
AU  - Jeffrey A. Fessler
AU  - Laura Balzano
PY  - 2023
JO  - SIAM Journal on Mathematics of Data Science
DO  - 10.1137/22m1470244
UR  - https://doi.org/10.1137/22m1470244
ER  -

APA

Hong, D., Yang, F., Fessler, J. A., & Balzano, L. (2023). Optimally Weighted PCA for High-Dimensional Heteroscedastic Data. SIAM Journal on Mathematics of Data Science. https://doi.org/10.1137/22m1470244

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crossref · retrieved 2026-09-25T12:16:35.021Z