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The classical Canonical Correlation Analysis (CCA) identifies the correlations between two sets of multivariate variables based on their covariance, which has been widely applied in diverse fields such as computer vision, natural language…

Optimization and Control · Mathematics 2024-01-02 Yongchun Li , Santanu S. Dey , Weijun Xie

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

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…

Machine Learning · Computer Science 2023-12-22 Paris A. Karakasis , Nicholas D. Sidiropoulos

In high-dimensional settings, Canonical Correlation Analysis (CCA) often fails, and existing sparse methods force an untenable choice between computational speed and statistical rigor. This work introduces a fast and provably consistent…

Methodology · Statistics 2025-07-16 Zixuan Wu , Elena Tuzhilina , Claire Donnat

Canonical Correlation Analysis (CCA) is a statistical technique used to extract common information from multiple data sources or views. It has been used in various representation learning problems, such as dimensionality reduction, word…

Machine Learning · Computer Science 2020-06-18 Benjamin Dutton

Since the beginning of the 21st century, the size, breadth, and granularity of data in biology and medicine has grown rapidly. In the example of neuroscience, studies with thousands of subjects are becoming more common, which provide…

We propose novel first-order stochastic approximation algorithms for canonical correlation analysis (CCA). Algorithms presented are instances of inexact matrix stochastic gradient (MSG) and inexact matrix exponentiated gradient (MEG), and…

Machine Learning · Computer Science 2018-02-27 Raman Arora , Teodor V. Marinov , Poorya Mianjy , Nathan Srebro

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

We study the stochastic optimization of canonical correlation analysis (CCA), whose objective is nonconvex and does not decouple over training samples. Although several stochastic gradient based optimization algorithms have been recently…

Machine Learning · Computer Science 2016-11-15 Weiran Wang , Jialei Wang , Dan Garber , Nathan Srebro

Given two sets of variables, derived from a common set of samples, sparse Canonical Correlation Analysis (CCA) seeks linear combinations of a small number of variables in each set, such that the induced canonical variables are maximally…

Machine Learning · Statistics 2016-05-31 Megasthenis Asteris , Anastasios Kyrillidis , Oluwasanmi Koyejo , Russell Poldrack

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…

Machine Learning · Computer Science 2012-07-03 Florian Yger , Maxime Berar , Gilles Gasso , Alain Rakotomamonjy

Canonical correlation analysis (CCA) is a fundamental statistical tool for exploring the correlation structure between two sets of random variables. In this paper, motivated by recent success of applying CCA to learn low dimensional…

Statistics Theory · Mathematics 2018-01-23 Zhuang Ma , Xiaodong Li

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

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

Finding relationships between multiple views of data is essential both for exploratory analysis and as pre-processing for predictive tasks. A prominent approach is to apply variants of Canonical Correlation Analysis (CCA), a classical…

Machine Learning · Statistics 2016-01-11 Ziyuan Lin , Jaakko Peltonen

Canonical Correlation Analysis (CCA) is widely used for multimodal data analysis and, more recently, for discriminative tasks such as multi-view learning; however, it makes no use of class labels. Recent CCA methods have started to address…

Machine Learning · Computer Science 2019-07-19 Heather D. Couture , Roland Kwitt , J. S. Marron , Melissa Troester , Charles M. Perou , Marc Niethammer

Nonlinear component analysis such as kernel Principle Component Analysis (KPCA) and kernel Canonical Correlation Analysis (KCCA) are widely used in machine learning, statistics and data analysis, but they can not scale up to big datasets.…

Machine Learning · Computer Science 2016-01-12 Bo Xie , Yingyu Liang , Le Song

Canonical correlation analysis (CCA) is a multivariate statistical method which describes the associations between two sets of variables. The objective is to find linear combinations of the variables in each data set having maximal…

Methodology · Statistics 2015-01-07 Ines Wilms , Christophe Croux

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

Canonical correlation analysis (CCA) is a standard tool for studying associations between two data sources; however, it is not designed for data with count or proportion measurement types. In addition, while CCA uncovers common signals, it…

Computation · Statistics 2022-08-02 Dongbang Yuan , Yunfeng Zhang , Shuai Guo , Wenyi Wang , Irina Gaynanova