2 papers
stat.ME2026
A Riemannian Factor Model for Manifold-Valued Time Series
Shuo-Chieh Huang, Rong Chen, Yaqing Chen
We propose a Riemannian factor model (RFM), a novel framework for analyzing potentially high-dimensional time series data observed on Riemannian manifolds. Such time series are enc…
stat.ME2025
Threshold Tensor Factor Model in CP Form
Stevenson Bolivar, Rong Chen, Yuefeng Han
This paper proposes a new Threshold Tensor Factor Model in Canonical Polyadic (CP) form for tensor time series. By integrating a thresholding autoregressive structure for the laten…