Heteroscedastic PCA (ALPCAH)
Date:
A presentation on a novel subspace basis approximation method known as ALPCAH that is useful for various tasks like Dynamic MRI reconstruction, lesion detection, and more. Specifically, useful over PCA when the data is noisy (heteroscedastic). Image below illustrates the problems with heteroscedastic data and the regular PCA algorithm. Press image below for full PDF. 