ResearchBenchmarksRegime identification on OMNIRegime identification on OMNIFollow99.2Regime AccuracySparsePCA94.2496.7299.2101.68May 6, 2026Evaluation resultsMethodMethodLinksRegime AccuracyRegime ConsistencySparsePCAalpha=1alpha=12026.0599.2—SparsePCAalpha=10alpha=102026.0599.2—FastICA2026.0599.2—PCA2026.0599.2—