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Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction that is useful for various data science problems. However, many applications involve heterogeneous data that varies in quality due to noise characteristics associated with different sources of the data. Methods that deal with this mixed dataset are known as heteroscedastic methods. Current methods like HePPCAT make Gaussian assumptions of the basis coefficients that may not hold in practice. Other methods such as Weighted PCA (WPCA) assume the noise variances are known, which may be difficult to know in practice. This paper develops a PCA method that can estimate the sample-wise noise variances and use this information in the model to improve the estimate of the subspace basis associated with the low-rank structure of the data. This is done without distributional assumptions of the low-rank component and without assuming the noise variances are known. Simulations show the effectiveness of accounting for such heteroscedasticity in the data, the benefits of using such a method with all of the data versus retaining only good data, and comparisons are made against other PCA methods established in the literature like PCA, Robust PCA (RPCA), and HePPCAT. Code available at https://github.com/javiersc1/ALPCAH. 

This paper discusses algorithms for phase retrieval where the measurements follow independent Poisson distributions. We developed an optimization problem based on maximum likelihood estimation (MLE) for the Poisson model and applied Wirtinger flow algorithm to solve it. Simulation results with a random Gaussian sensing matrix and Poisson measurement noise demonstrated that the Wirtinger flow algorithm based on the Poisson model produced higher quality reconstructions than when algorithms derived from Gaussian noise models (Wirtinger flow, Gerchberg Saxton) are applied to such data, with significantly improved computational efficiency. 

The recent trend in regularization methods for inverse problems is to replace handcrafted sparsifying operators with datadriven approaches. Although using such machine learning techniques often improves image reconstruction methods, the results can depend significantly on the learning methodology. This paper compares two supervised learning methods. First, the paper considers a transform learning approach and, to learn the transform, introduces a variant on the Procrustes method for wide matrices with orthogonal rows. Second, we consider a bilevel convolutional filter learning approach. Numerical experiments show the learned transform performs worse for denoising than both the handcrafted finite difference transform and the learned filters, which perform similarly. Our results motivate the use of bilevel learning.