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"Optimal Spectral Shrinkage and PCA With Heteroscedastic Noise."

William E. Leeb, Elad Romanov (2021)

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DOI: 10.1109/TIT.2021.3055075

access: closed

type: Journal Article

metadata version: 2021-10-19

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William E. Leeb, Elad Romanov:
Optimal Spectral Shrinkage and PCA With Heteroscedastic Noise. IEEE Trans. Inf. Theory 67(5): 3009-3037 (2021)

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