A Functional SVD Framework for Regularized Multivariate Functional PCA with Dual Penalization
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arXiv:2609.14815v1 Announce Type: new Abstract: This paper introduces a novel framework for Regularized Multivariate Functional Principal Component Analysis (ReMFPCA) via Functional Singular Value Decomposition (SVD). The proposed method extends existing MFPCA approaches by incorporating a generali…
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- 2026-09-15 04:00 · arXiv stat.ML
A Functional SVD Framework for Regularized Multivariate Functional PCA with Dual Penalization