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We study a Compressed Sensing (CS) problem known as Multiple Measurement Vectors (MMV) problem, which arises in joint estimation of multiple signal realizations when the signal samples have a common (joint) sparse support over a fixed known…

Information Theory · Computer Science 2019-01-09 Saeid Haghighatshoar , Giuseppe Caire

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

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…

Machine Learning · Computer Science 2020-02-11 Amichai Painsky , Meir Feder , Naftali Tishby

Resampling techniques are widely used in statistical inference and ensemble learning, in which estimators' statistical properties are essential. However, existing methods are computationally demanding, because repetitions of…

Machine Learning · Statistics 2019-05-24 Takashi Takahashi , Yoshiyuki Kabashima

In this paper, we develop an implementation of cross-validation for penalized linear mixed models. While these models have been proposed for correlated high-dimensional data, the current literature implicitly assumes that tuning parameter…

Methodology · Statistics 2025-03-19 Tabitha K. Peter , Patrick J. Breheny

Low-dimensional embeddings for data from disparate sources play critical roles in multi-modal machine learning, multimedia information retrieval, and bioinformatics. In this paper, we propose a supervised dimensionality reduction method…

Machine Learning · Computer Science 2021-01-15 Yanjun Li , Bihan Wen , Hao Cheng , Yoram Bresler

Canonical correlation analysis (CCA) is a powerful technique for discovering whether or not hidden sources are commonly present in two (or more) datasets. Its well-appreciated merits include dimensionality reduction, clustering,…

Machine Learning · Computer Science 2018-08-15 Jia Chen , Gang Wang , Yanning Shen , Georgios B. Giannakis

This paper proposes a robust high-dimensional sparse canonical correlation analysis (CCA) method for investigating linear relationships between two high-dimensional random vectors, focusing on elliptical symmetric distributions. Traditional…

Methodology · Statistics 2025-04-18 Chengde Qian , Yanhong Liu , Long Feng

Cross-modal image-text retrieval is challenging because of the diverse possible associations between content from different modalities. Traditional methods learn a single-vector embedding to represent semantics of each sample, but struggle…

Computer Vision and Pattern Recognition · Computer Science 2025-06-27 Hani Alomari , Anushka Sivakumar , Andrew Zhang , Chris Thomas

Clustering is the task of gathering similar data samples into clusters without using any predefined labels. It has been widely studied in machine learning literature, and recent advancements in deep learning have revived interest in this…

Machine Learning · Computer Science 2023-09-04 Mohammadreza Sadeghi , Hadi Hojjati , Narges Armanfard

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…

Machine Learning · Computer Science 2013-02-06 Jan Rupnik , Primoz Skraba , John Shawe-Taylor , Sabrina Guettes

We introduce a new test for detection of power-law cross-correlations among a pair of time series - the rescaled covariance test. The test is based on a power-law divergence of the covariance of the partial sums of the long-range…

Statistical Finance · Quantitative Finance 2013-10-10 Ladislav Kristoufek

We introduce Network Maximal Correlation (NMC) as a multivariate measure of nonlinear association among random variables. NMC is defined via an optimization that infers transformations of variables by maximizing aggregate inner products…

Machine Learning · Statistics 2017-02-13 Soheil Feizi , Ali Makhdoumi , Ken Duffy , Muriel Medard , Manolis Kellis

Canonical Correlation Analysis, CCA, is a widely used multivariate method in omics research for integrating high dimensional datasets. CCA identifies hidden links by deriving linear projections of features maximally correlating datasets.…

Methodology · Statistics 2025-10-31 Nuria Senar , Aeilko H. Zwinderman , Michel H. Hof and

High statistical precision is critical for Monte Carlo (MC) samples in high energy physics and is degraded by negatively weighted events. This paper investigates a procedure to learn the relationship between the negative and positive weight…

High Energy Physics - Experiment · Physics 2026-01-15 Christopher Palmer , Braden Kronheim

Cross validation is widely used for selecting tuning parameters in regularization methods, but it is computationally intensive in general. To lessen its computational burden, approximation schemes such as generalized approximate cross…

Methodology · Statistics 2024-12-02 Shanshan Tu , Yunzhang Zhu , Yoonkyung Lee , Qiuyu Gu , Haozhen Yu

If the conclusion of a data analysis is sensitive to dropping very few data points, that conclusion might hinge on the particular data at hand rather than representing a more broadly applicable truth. How could we check whether this…

Methodology · Statistics 2024-11-12 Tin D. Nguyen , Ryan Giordano , Rachael Meager , Tamara Broderick

Principal component analysis (PCA) is often used to reduce the dimension of data by selecting a few orthonormal vectors that explain most of the variance structure of the data. L1 PCA uses the L1 norm to measure error, whereas the…

Machine Learning · Statistics 2020-09-04 Young Woong Park , Diego Klabjan

Pair-wise loss functions have been extensively studied and shown to continuously improve the performance of deep metric learning (DML). However, they are primarily designed with intuition based on simple toy examples, and experimentally…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Haozhi Zhang , Xun Wang , Weilin Huang , Matthew R. Scott

Cross-validation (CV) is a technique for evaluating the ability of statistical models/learning systems based on a given data set. Despite its wide applicability, the rather heavy computational cost can prevent its use as the system size…

Machine Learning · Statistics 2016-10-26 Yoshiyuki Kabashima , Tomoyuki Obuchi , Makoto Uemura