Preprint
Jul 2026
A Riemannian Factor Model for Manifold-Valued Time Series
A Riemannian factor model (RFM) is proposed, a novel framework for analyzing potentially high-dimensional time series data observed on Riemannian manifolds encountered in various applications, including economics, finance, medical imaging, and genomics and microbiome research.
Shuo-chieh Huang, Rong Chen, Ya-Qing Chen
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