The paper introduces an online framework for functional principal component analysis (FPCA) tailored to multidimensional functional data streams. It models functional principal components with tensor product splines, enforcing smoothness and orthonormality via a penalized approach on a Stiefel manifold. The authors present efficient Riemannian stochastic gradient descent and AdaGrad algorithms, along with a dynamic smoothing parameter tuning strategy based on rolling block validation, and provide asymptotic normality results and confidence intervals for the estimators.
arXiv:2609.30487v1 Announce Type: cross Abstract: We here develop a functional neural network, termed MatFAE, for learning trajectories on the Riemannian manifold of symmetric positive definite (SPD)...
arXiv:2609.14815v1 Announce Type: cross Abstract: This paper introduces a novel framework for Regularized Multivariate Functional Principal Component Analysis (ReMFPCA) via Functional Singular Value...
arXiv:2610.33419v1 Announce Type: new Abstract: We study online inference for averaged Riemannian stochastic gradient descent (RSGD) when the unknown parameter lies on a manifold. Although the averag...
arXiv:2606. 16926v1 Announce Type: cross Abstract: Functional optimization problems are typically solved by optimizing the parameters of a fixed representation, such as a neural network, resulting in highly nonconvex losses that complicate both training and theoretical analysis.
The paper introduces a functional Tucker decomposition (FTD) that incorporates a mode-wise continuity constraint into tensor factorization, modeling continuous modes as functions in a reproducing kernel Hilbert space (RKHS) without requiring a predefined basis. It preserves the multilinear subspace structure of the Tucker model and provides a reconstruction error bound for continuous modes, quantifying approximation quality when a subspace estimated on one domain is reused on another. The authors demonstrate the practical value of this subspace transfer on cross-domain classification tasks in hyperspectral imaging and multivariate time-series analysis.
arXiv:2608. 02576v1 Announce Type: new Abstract: We consider optimization problems defined on product spaces of simplices.
arXiv:2606. 01216v1 Announce Type: new Abstract: The elementwise Hadamard product of two low-rank matrices provides a parameter-efficient model for data with multiplicative structure, but its modeling is challenging due to the presence of additional symmetries under coupled row/column scalings between the two factors.
arXiv:2606. 29440v1 Announce Type: new Abstract: Repeatedly solving parametric PDEs is essential for uncertainty quantification, design optimization and inverse problems, but conventional neural operators require expensive non-convex training.
arXiv:2405. 18220v4 Announce Type: replace-cross Abstract: Tensor-based discrete density estimation requires flexible modeling and proper divergence criteria to enable effective learning; however, traditional approaches using $\alpha$-divergence face analytical challenges due to the $\alpha$-power terms in the objective function, which hinder the derivation of closed-form update rules.
arXiv:2606. 10085v1 Announce Type: new Abstract: Matrix-valued time series arise in a wide range of applications, such as spatio-temporal data from medical imaging and geophysics.
arXiv:2607. 22262v1 Announce Type: cross Abstract: Modeling shared and subject-specific structure in multisubject spatiotemporal data remains challenging, particularly in neuroimaging, where both spatial and temporal patterns exhibit rich variability across subjects.
arXiv:2606. 25927v1 Announce Type: cross Abstract: As machine learning models and datasets continue to grow, developing complex models has become increasingly computationally demanding.