Optimally Weighted PCA for High-Dimensional Heteroscedastic Data

Document Details

Document Type
Pub Defense Publication
Publication Date
Mar 30, 2023
Source ID
10.1137/22m1470244

Entities

People

  • David Hong
  • Fan Yang
  • Jeffrey A Fessler
  • Laura Balzano

Organizations

  • Army Research Office
  • Defense Advanced Research Projects Agency
  • National Institutes of Health
  • National Science Foundation
  • The Wharton School
  • Tsinghua University
  • University of Michigan
  • University of Pennsylvania