N. Vaswani, H. Guo, "Correlated-PCA: Principal Components Analysis when Data and Noise are Correlated", NIPS 2016, 2016.
N. Vaswani, P. Narayanamurthy, "Finite Sample Guarantees for PCA in Non-Isotropic and Data-Dependent Noise", Allerton 2017, 2017.
N. Vaswani, P. Narayanamurthy, "PCA in Data-Dependent Noise (Correlated-PCA): Improved Finite Sample Guarantees", ISIT 2018, 2018.