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This paper studies high-dimensional canonical correlation analysis (CCA) with an emphasis on the vectors that define canonical variables. The paper shows that when two dimensions of data grow to infinity jointly and proportionally, the…

Econometrics · Economics 2025-01-24 Anna Bykhovskaya , Vadim Gorin

Generalized Canonical Correlation Analysis (GCCA) is an important tool that finds numerous applications in data mining, machine learning, and artificial intelligence. It aims at finding `common' random variables that are strongly correlated…

Machine Learning · Computer Science 2021-05-19 Mikael Sørensen , Charilaos I. Kanatsoulis , Nicholas D. Sidiropoulos

Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…

Machine Learning · Statistics 2014-05-14 David Lopez-Paz , Suvrit Sra , Alex Smola , Zoubin Ghahramani , Bernhard Schölkopf

Describing the dimension reduction (DR) techniques by means of probabilistic models has recently been given special attention. Probabilistic models, in addition to a better interpretability of the DR methods, provide a framework for further…

Computer Vision and Pattern Recognition · Computer Science 2020-05-12 Mehran Safayani , Saeid Momenzadeh

Canonical Correlation Analysis (CCA) is a widely used spectral technique for finding correlation structures in multi-view datasets. In this paper, we tackle the problem of large scale CCA, where classical algorithms, usually requiring…

Machine Learning · Statistics 2015-06-29 Zhuang Ma , Yichao Lu , Dean Foster

This paper investigates fairness and bias in Canonical Correlation Analysis (CCA), a widely used statistical technique for examining the relationship between two sets of variables. We present a framework that alleviates unfairness by…

Machine Learning · Computer Science 2023-09-28 Zhuoping Zhou , Davoud Ataee Tarzanagh , Bojian Hou , Boning Tong , Jia Xu , Yanbo Feng , Qi Long , Li Shen

Canonical correlation analysis (CCA) is a statistical learning method that seeks to build view-independent latent representations from multi-view data. This method has been successfully applied to several pattern analysis tasks such as…

Computer Vision and Pattern Recognition · Computer Science 2018-12-24 Hichem Sahbi

Sparse Canonical Correlation Analysis (CCA) has received considerable attention in high-dimensional data analysis to study the relationship between two sets of random variables. However, there has been remarkably little theoretical…

Statistics Theory · Mathematics 2013-11-26 Mengjie Chen , Chao Gao , Zhao Ren , Harrison H. Zhou

We present a fast algorithm for approximate Canonical Correlation Analysis (CCA). Given a pair of tall-and-thin matrices, the proposed algorithm first employs a randomized dimensionality reduction transform to reduce the size of the input…

Data Structures and Algorithms · Computer Science 2013-05-03 Haim Avron , Christos Boutsidis , Sivan Toledo , Anastasios Zouzias

This paper is concerned with the analysis of correlation between two high-dimensional data sets when there are only few correlated signal components but the number of samples is very small, possibly much smaller than the dimensions of the…

Information Theory · Computer Science 2016-04-08 Yang Song , Peter J. Schreier , David Ramirez , Tanuj Hasija

Sparse principal component analysis (PCA) and sparse canonical correlation analysis (CCA) are two essential techniques from high-dimensional statistics and machine learning for analyzing large-scale data. Both problems can be formulated as…

Machine Learning · Statistics 2019-03-28 Shixiang Chen , Shiqian Ma , Lingzhou Xue , Hui Zou

This article critically assesses the utility of the classical statistical technique of Canonical Correlation Analysis (CCA) for studying spatial associations and proposes a new approach to enhance it. Unlike bivariate correlation analysis,…

Methodology · Statistics 2026-02-12 Zhenzhi Jiao , Angela Yao , Ran Tao , Jean-Claude Thill

Kernel canonical correlation analysis (KCCA) is a nonlinear multi-view representation learning technique with broad applicability in statistics and machine learning. Although there is a closed-form solution for the KCCA objective, it…

Machine Learning · Computer Science 2016-03-01 Weiran Wang , Karen Livescu

We give an information-theoretic interpretation of Canonical Correlation Analysis (CCA) via (relaxed) Wyner's common information. CCA permits to extract from two high-dimensional data sets low-dimensional descriptions (features) that…

Information Theory · Computer Science 2020-03-02 Michael Gastpar , Erixhen Sula

We consider the scenario where one observes an outcome variable and sets of features from multiple assays, all measured on the same set of samples. One approach that has been proposed for dealing with this type of data is ``sparse multiple…

Quantitative Methods · Quantitative Biology 2014-01-24 Samuel M. Gross , Robert Tibshirani

Canonical Correlation Analysis (CCA) is a method for analyzing pairs of random vectors; it learns a sequence of paired linear transformations such that the resultant canonical variates are maximally correlated within pairs while…

Methodology · Statistics 2023-08-23 Daniel Kessler , Elizaveta Levina

Canonical correlation analysis (CCA) is a technique for finding correlated sets of features between two datasets. In this paper, we propose a novel extension of CCA to the online, streaming data setting: Sliding Window Informative Canonical…

Machine Learning · Statistics 2026-05-12 Arvind Prasadan

Given two data matrices $X$ and $Y$, sparse canonical correlation analysis (SCCA) is to seek two sparse canonical vectors $u$ and $v$ to maximize the correlation between $Xu$ and $Yv$. However, classical and sparse CCA models consider the…

Machine Learning · Computer Science 2017-10-16 Wenwen Min , Juan Liu , Shihua Zhang

Canonical correlation analysis (CCA) is a technique for finding correlations between different data modalities and learning low-dimensional representations. As fairness becomes crucial in machine learning, fair CCA has gained attention.…

Machine Learning · Computer Science 2025-10-02 Bojian Hou , Zhanliang Wang , Zhuoping Zhou , Boning Tong , Zexuan Wang , Jingxuan Bao , Duy Duong-Tran , Qi Long , Li Shen

The sparse canonical correlation analysis (SCCA) is a bi-multivariate association model that finds sparse linear combinations of two sets of variables that are maximally correlated with each other. In addition to the standard SCCA model, a…

Methodology · Statistics 2020-08-11 Kefei Liu , Qi Long , Li Shen