factor models 1high-dimensional statistics 1manifold-valued data 1riemannian geometry 1time series analysis 1
From the 1 of 2 linked papers with an AI index.
2 papers
stat.ME2026
A Riemannian Factor Model for Manifold-Valued Time Series
Shuo-Chieh Huang, Rong Chen, Yaqing Chen
The paper introduces a Riemannian factor model for analyzing high-dimensional time series that reside on Riemannian manifolds, provides dimension‑free convergence rates for the est…
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…