functional singular value decomposition

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Functional SVD Framework Proposed for Regularized Multivariate Functional PCA

A new arXiv paper presents a framework for regularized multivariate functional principal component analysis built on a functional singular value decomposition. The approach generalizes existing MFPCA methods by adding dual penalization, which regularizes the decomposition in two ways. The work targets dimension reduction and analysis of multivariate functional data.

research/dimensionality-reduction/statistics/arxiv