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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…

Methodology · Statistics 2021-07-30 Elena Tuzhilina , Leonardo Tozzi , Trevor Hastie

In the paper, we introduce a new measure of correlation between possibly non-stationary series. As the measure is based on the detrending moving-average cross-correlation analysis (DMCA), we label it as the DMCA coefficient…

Statistical Finance · Quantitative Finance 2014-03-27 Ladislav Kristoufek

Scaling methods have long been utilized to simplify and cluster high-dimensional data. However, the general latent spaces across all predefined groups derived from these methods sometimes do not fall into researchers' interest regarding…

Social and Information Networks · Computer Science 2023-06-02 Takanori Fujiwara , Tzu-Ping Liu

Compressive sensing (CS) is a data acquisition technique that measures sparse or compressible signals at a sampling rate lower than their Nyquist rate. Results show that sparse signals can be reconstructed using greedy algorithms, often…

Information Theory · Computer Science 2016-02-23 Jinye Zhang , Laming Chen , Petros T. Boufounos , Yuantao Gu

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

Multiple Correspondence Analysis (MCA) is a dimension reduction method which plays a large role in the analysis of tables with categorical nominal variables such as survey data. Though it is usually motivated and derived using geometric…

Methodology · Statistics 2016-05-16 William Fithian , Julie Josse

Cross-validation is one of the most popular model selection methods in statistics and machine learning. Despite its wide applicability, traditional cross validation methods tend to select overfitting models, due to the ignorance of the…

Methodology · Statistics 2017-12-25 Jing Lei

The technique of subsampling has been extensively employed to address the challenges posed by limited computing resources and meet the needs for expedite data analysis. Various subsampling methods have been developed to meet the challenges…

Methodology · Statistics 2024-09-24 Haixiang Zhang , HaiYing Wang

Canonical Correlation Analysis (CCA) is a widespread technique for discovering linear relationships between two sets of variables $X \in \mathbb{R}^{n \times p}$ and $Y \in \mathbb{R}^{n \times q}$. In high dimensions however, standard…

Methodology · Statistics 2024-05-31 Claire Donnat , Elena Tuzhilina

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

Multi-view learning (MVL) is a strategy for fusing data from different sources or subsets. Canonical correlation analysis (CCA) is very important in MVL, whose main idea is to map data from different views onto a common space with maximum…

Machine Learning · Computer Science 2021-05-04 Chenfeng Guo , Dongrui Wu

Network meta-analysis (NMA) combines direct and indirect comparisons across a connected treatment network to estimate relative treatment effects. However, there is a lack of exact contribution decompositions that reproduce NMA estimates,…

Methodology · Statistics 2026-04-27 Chong Wang , Yanqi Zhang , Zhezhen Jin , Annette O'Connor

While many statistical models and methods are now available for network analysis, resampling network data remains a challenging problem. Cross-validation is a useful general tool for model selection and parameter tuning, but is not directly…

Methodology · Statistics 2020-05-04 Tianxi Li , Elizaveta Levina , Ji Zhu

Cross-component linear model (CCLM) prediction has been repeatedly proven to be effective in reducing the inter-channel redundancies in video compression. Essentially speaking, the linear model is identically trained by employing accessible…

Multimedia · Computer Science 2021-09-01 Junru Li , Meng Wang , Li Zhang , Shiqi Wang , Kai Zhang , Shanshe Wang , Siwei Ma , Wen Gao

Detecting changes in high-dimensional vectors presents significant challenges, especially when the post-change distribution is unknown and time-varying. This paper introduces a novel robust algorithm for correlation change detection in…

Methodology · Statistics 2024-10-07 Assma Alghamdi , Taposh Banerjee , Jayant Rajgopal

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

Cross-lingual word vectors are typically obtained by fitting an orthogonal matrix that maps the entries of a bilingual dictionary from a source to a target vector space. Word vectors, however, are most commonly used for sentence or…

Computation and Language · Computer Science 2019-04-02 Hanan Aldarmaki , Mona Diab

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

Recent work has sought to understand the behavior of neural networks by comparing representations between layers and between different trained models. We examine methods for comparing neural network representations based on canonical…

Machine Learning · Computer Science 2019-07-22 Simon Kornblith , Mohammad Norouzi , Honglak Lee , Geoffrey Hinton

Modern vision pipelines increasingly rely on pretrained image encoders whose representations are reused across tasks and models, yet these representations are often overcomplete and model-specific. We propose a simple, training-free method…

Computer Vision and Pattern Recognition · Computer Science 2026-04-02 Dylan B. Lewis , Jens Gregor , Hector Santos-Villalobos