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Reducing the number of false discoveries is presently one of the most pressing issues in the life sciences. It is of especially great importance for many applications in neuroimaging and genomics, where datasets are typically…

Methodology · Statistics 2018-06-26 Alexej Gossmann , Pascal Zille , Vince Calhoun , Yu-Ping Wang

Canonical correlation analysis (CCA) has proven an effective tool for two-view dimension reduction due to its profound theoretical foundation and success in practical applications. In respect of multi-view learning, however, it is limited…

Machine Learning · Statistics 2015-02-10 Yong Luo , Dacheng Tao , Yonggang Wen , Kotagiri Ramamohanarao , Chao Xu

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 was proposed by Hotelling [6] and it measures linear relationship between two multidimensional variables. In high dimensional setting, the classical canonical correlation analysis breaks down. We propose a…

Machine Learning · Statistics 2017-06-06 Xiaotong Suo , Victor Minden , Bradley Nelson , Robert Tibshirani , Michael Saunders

Generalized correlation analysis (GCA) is concerned with uncovering linear relationships across multiple datasets. It generalizes canonical correlation analysis that is designed for two datasets. We study sparse GCA when there are…

Machine Learning · Statistics 2023-02-07 Sheng Gao , Zongming Ma

We present an extension of sparse Canonical Correlation Analysis (CCA) designed for finding multiple-to-multiple linear correlations within a single set of variables. Unlike CCA, which finds correlations between two sets of data where the…

Machine Learning · Statistics 2015-11-23 Maria De-Arteaga , Artur Dubrawski , Peter Huggins

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

Recent developments in regularized Canonical Correlation Analysis (CCA) promise powerful methods for high-dimensional, multiview data analysis. However, justifying the structural assumptions behind many popular approaches remains a…

Methodology · Statistics 2025-11-18 Lennie Wells , Kumar Thurimella , Sergio Bacallado

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

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

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

Optimization and Control · Mathematics 2025-12-02 Ryan Cory-Wright , Jean Pauphilet

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

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

We consider estimation in a high-dimensional linear model with strongly correlated variables. We propose to cluster the variables first and do subsequent sparse estimation such as the Lasso for cluster-representatives or the group Lasso…

Methodology · Statistics 2015-01-14 Peter Bühlmann , Philipp Rütimann , Sara van de Geer , Cun-Hui Zhang

This paper studies the problem of estimating a large coefficient matrix in a multiple response linear regression model when the coefficient matrix could be both of low rank and sparse in the sense that most nonzero entries concentrate on a…

Methodology · Statistics 2016-03-18 Zhuang Ma , Zongming Ma , Tingni Sun

We introduce Block Sparse Canonical Correlation Analysis which estimates multiple pairs of canonical directions (together a "block") at once, resulting in significantly improved orthogonality of the sparse directions which, we demonstrate,…

Machine Learning · Statistics 2020-01-22 Omid Shams Solari , Rojin Safavi , James B. Brown

Since the introduction of the lasso in regression, various sparse methods have been developed in an unsupervised context like sparse principal component analysis (s-PCA), sparse canonical correlation analysis (s-CCA) and sparse singular…

Methodology · Statistics 2020-12-09 Ruiping Liu , Ndeye Niang , Gilbert Saporta , Huiwen Wang

Motivation: Biomedical studies increasingly produce multi-view high-dimensional datasets (e.g., multi-omics) that demand integrative analysis. Existing canonical correlation analysis (CCA) and generalized CCA methods address at most two of…

Machine Learning · Statistics 2025-02-27 Rong Wu , Ziqi Chen , Gen Li , Hai Shu

Sparse Principal Component Analysis (PCA) methods are efficient tools to reduce the dimension (or the number of variables) of complex data. Sparse principal components (PCs) are easier to interpret than conventional PCs, because most…

Statistics Theory · Mathematics 2011-04-22 Dan Shen , Haipeng Shen , J. S. Marron

In classical canonical correlation analysis (CCA), the goal is to determine the linear transformations of two random vectors into two new random variables that are most strongly correlated. Canonical variables are pairs of these new random…

Methodology · Statistics 2025-10-24 Tomasz Górecki , Mirosław Krzyśko , Felix Gnettner , Piotr Kokoszka