Optimally Weighted PCA for High-Dimensional Heteroscedastic Data.
David HongFan YangJeffrey A. FesslerLaura BalzanoPublished in: SIAM J. Math. Data Sci. (2023)
Keyphrases
- high dimensional
- data sets
- data points
- training data
- high quality
- data analysis
- data sources
- high dimensional data
- data quality
- probability distribution
- data processing
- sparse data
- database
- data distribution
- synthetic data
- data collection
- multi dimensional
- feature extraction
- low dimensional
- input data
- face images
- image data
- computer systems
- end users
- feature space
- spatial data
- data objects
- decision trees
- principal components
- databases