Related papers: Sparse CCA: Adaptive Estimation and Computational …
In clinical and biomedical research, multiple high-dimensional datasets are nowadays routinely collected from omics and imaging devices. Multivariate methods, such as Canonical Correlation Analysis (CCA), integrate two (or more) datasets to…
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…
Canonical correlation analysis (CCA for short) describes the relationship between two sets of variables by finding some linear combinations of these variables that maximizing the correlation coefficient. However, in high-dimensional…
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…
Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. This paper considers both minimax and adaptive estimation of the principal subspace in the high dimensional…
Canonical correlation analysis (CCA) is a technique to find statistical dependencies between a pair of multivariate data. However, its application to high dimensional data is limited due to the resulting time complexity. While the…
Sparse canonical correlation analysis (CCA) is a useful statistical tool to detect latent information with sparse structures. However, sparse CCA works only for two datasets, i.e., there are only two views or two distinct objects. To…
Canonical correlation analysis (CCA) is a widely used technique for estimating associations between two sets of multi-dimensional variables. Recent advancements in CCA methods have expanded their application to decipher the interactions of…
We consider a high-dimensional linear regression problem. Unlike many papers on the topic, we do not require sparsity of the regression coefficients; instead, our main structural assumption is a decay of eigenvalues of the covariance matrix…
Canonical Correlation Analysis (CCA) is a linear representation learning method that seeks maximally correlated variables in multi-view data. Non-linear CCA extends this notion to a broader family of transformations, which are more powerful…
We present a novel method for solving Canonical Correlation Analysis (CCA) in a sparse convex framework using a least squares approach. The presented method focuses on the scenario when one is interested in (or limited to) a primal…
Canonical correlation analysis (CCA) is a classic statistical method for discovering latent co-variation that underpins two or more observed random vectors. Several extensions and variations of CCA have been proposed that have strengthened…
Sparse Canonical Correlation Analysis (SCCA) is a fundamental statistical tool for identifying linear relationships in high-dimensional, multi-view data. While minimax theory establishes an optimal sample complexity scaling additively with…
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…
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…
In this paper, we formulate the Canonical Correlation Analysis (CCA) problem on matrix manifolds. This framework provides a natural way for dealing with matrix constraints and tools for building efficient algorithms even in an adaptive…
Canonical correlation analysis is a statistical technique that is used to find relations between two sets of variables. An important extension in pattern analysis is to consider more than two sets of variables. This problem can be expressed…
We study the sample complexity of canonical correlation analysis (CCA), \ie, the number of samples needed to estimate the population canonical correlation and directions up to arbitrarily small error. With mild assumptions on the data…
Canonical correlation analysis (CCA) is a technique for measuring the association between two multivariate data matrices. A regularized modification of canonical correlation analysis (RCCA) which imposes an $\ell_2$ penalty on the CCA…
Canonical Correlation Analysis (CCA) models are powerful for studying the associations between two sets of variables. The canonically correlated representations, termed \textit{canonical variates} are widely used in unsupervised learning to…