arXiv Machine Learning

A Functional SVD Framework for Regularized Multivariate Functional PCA with Dual Penalization

arXiv Statistics ML
Sep 4

Online Learning of Functional Principal Component Analysis for Multidimensional Functional Data

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.

By Muye Nanshan, Nan Zhang, Jiguo Cao
arXiv Machine Learning
Jun 5

Anchor PCA

arXiv:2606. 06233v1 Announce Type: cross Abstract: Principal component analysis (PCA) is one of the most widely used unsupervised dimension reduction techniques.

By Benedikt Seiter, Anya Fries, Julius von K\"ugelgen, Jonas Peters
arXiv Statistics ML
Aug 25

Sparse Separable Factor Analysis in the Complex Domain with an Application to Local Field Potential Data

The paper introduces Sparse Separable Factor Analysis (SSFA), a latent factor model designed for complex-valued arrays that preserves amplitude and phase information. SSFA models each mode’s covariance with a low‑rank Hermitian factor structure plus a diagonal residual, applying element‑wise lasso penalties to achieve interpretable, phase‑preserving loadings via complex soft‑thresholding. The method is validated through simulations showing improved covariance estimation over vectorization approaches and applied to local field potential data from mice to compare separability across brain region, frequency, and time, as well as to impute missing recordings due to electrode misplacement.

By Ian Hultman, Kirtikanth Kalapatapu, Yassine Filali, Rainbo Hultman, Sanvesh Srivastava