Heteroskedastic PCA: Algorithm, Optimality, and Applications

19 October 2018

T. Tony Cai

Papers citing "Heteroskedastic PCA: Algorithm, Optimality, and Applications"

21 / 21 papers shown

Title
ALPCAH: Subspace Learning for Sample-wise Heteroscedastic Data Javier Salazar Cavazos Jeffrey A. Fessler Laura Balzano 31 2 0 12 May 2025
Feature Selection for Latent Factor Models Rittwika Kansabanik Adrian Barbu 71 0 0 13 Dec 2024
High-dimensional analysis of ridge regression for non-identically distributed data with a variance profile Jérémie Bigot Issa-Mbenard Dabo Camille Male 31 4 0 29 Mar 2024
Optimal vintage factor analysis with deflation varimax Xin Bing Dian Jin Yuqian Zhang Yuqian Zhang 19 1 0 16 Oct 2023
Mode-wise Principal Subspace Pursuit and Matrix Spiked Covariance Model Runshi Tang M. Yuan Anru R. Zhang 43 3 0 02 Jul 2023
Deflated HeteroPCA: Overcoming the curse of ill-conditioning in heteroskedastic PCA Yuchen Zhou Yuxin Chen 40 4 0 10 Mar 2023
Treatment Effect Estimation with Unobserved and Heterogeneous Confounding Variables Kevin Jiang Y. Ning CML 17 3 0 29 Jul 2022
The Power of Contrast for Feature Learning: A Theoretical Analysis Wenlong Ji Zhun Deng Ryumei Nakada James Zou Linjun Zhang SSL 53 49 0 06 Oct 2021
Causal Discovery in High-Dimensional Point Process Networks with Hidden Nodes Xu Wang Ali Shojaie CML 3DPC 36 2 0 22 Sep 2021
HePPCAT: Probabilistic PCA for Data with Heteroscedastic Noise David Hong Kyle Gilman Laura Balzano Jeffrey A. Fessler 40 19 0 10 Jan 2021
Power Iteration for Tensor PCA Jiaoyang Huang Daniel Zhengyu Huang Qing Yang Guang Cheng 29 18 0 26 Dec 2020
Spectral Methods for Data Science: A Statistical Perspective Yuxin Chen Yuejie Chi Jianqing Fan Cong Ma 40 165 0 15 Dec 2020
Selecting the number of components in PCA via random signflips David Hong Yueqi Sheng Yan Sun 11 15 0 05 Dec 2020
On the Non-Asymptotic Concentration of Heteroskedastic Wishart-type Matrix T. Tony Cai Rungang Han Anru R. Zhang 42 15 0 28 Aug 2020
Learning Entangled Single-Sample Gaussians in the Subset-of-Signals Model Yingyu Liang Hui Yuan 19 5 0 10 Jul 2020
An Optimal Statistical and Computational Framework for Generalized Tensor Estimation Rungang Han Rebecca Willett Anru R. Zhang 27 65 0 26 Feb 2020
High-dimensional principal component analysis with heterogeneous missingness Ziwei Zhu Tengyao Wang R. Samworth 39 47 0 28 Jun 2019
Rapid evaluation of the spectral signal detection threshold and Stieltjes transform W. Leeb 24 7 0 26 Apr 2019
Optimal spectral shrinkage and PCA with heteroscedastic noise Qiangqiang Wu Yanjie Liang 22 25 0 06 Nov 2018
Correlated-PCA: Principal Components' Analysis when Data and Noise are Correlated Namrata Vaswani Han Guo 25 25 0 15 Aug 2016
Poisson noise reduction with non-local PCA Joseph Salmon Zachary T. Harmany Charles-Alban Deledalle Rebecca Willett 60 313 0 02 Jun 2012