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math.ST2026
Exponential mixing properties of nonlinear functional autoregressive models
Shuntarou Suzuki, Yoshikazu Terada
The importance of functional data analysis has increased substantially in recent years. In machine learning, nonlinear function regression based on deep neural networks is referred…
math.ST2025
Statistical properties of matrix decomposition factor analysis
Yoshikazu Terada
Numerous estimators have been proposed for factor analysis, and their statistical properties have been extensively studied. In the early 2000s, a novel matrix factorization-based a…
math.ST2025
Sparse factor models of high dimension
Benjamin Poignard, Yoshikazu Terada
We consider the estimation of a sparse factor model where the factor loading matrix is assumed sparse. The estimation problem is reformulated as a penalized M-estimation criterion,…