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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

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

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

Canonical Correlation Analysis (CCA) is a classical tool for finding correlations among the components of two random vectors. In recent years, CCA has been widely applied to the analysis of genomic data, where it is common for researchers…

Machine Learning · Computer Science 2012-06-22 Sivaraman Balakrishnan , Kriti Puniyani , John Lafferty

Canonical correlation analysis is a classical technique for exploring the relationship between two sets of variables. It has important applications in analyzing high dimensional datasets originated from genomics, imaging and other fields.…

Methodology · Statistics 2016-04-05 Chao Gao , Zongming Ma , Harrison H. Zhou

Canonical correlation analysis (CCA) is a classical and important multivariate technique for exploring the relationship between two sets of continuous variables. CCA has applications in many fields, such as genomics and neuroimaging. It can…

Methodology · Statistics 2020-05-12 Lin Qiu , Vernon M. Chinchilli

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…

Machine Learning · Computer Science 2020-12-29 Naoko Koide-Majima , Kei Majima

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

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

Canonical Correlation Analysis (CCA) is a widely used statistical tool with both well established theory and favorable performance for a wide range of machine learning problems. However, computing CCA for huge datasets can be very slow…

Machine Learning · Statistics 2014-12-31 Yichao Lu , Dean P. Foster

Canonical correlation analysis (CCA) describes the associations between two sets of variables by maximizing the correlation between linear combinations of the variables in each data set. However, in high-dimensional settings where the…

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

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

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…

An asymptotic behavior of canonical correlation analysis is studied when dimension d grows and the sample size n is fxed. In particular, we are interested in the conditions for which CCA works or fails in the HDLSS situation. This technical…

Statistics Theory · Mathematics 2016-09-14 Sungwon Lee

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 multivariate technique that takes two datasets and forms the most highly correlated possible pairs of linear combinations between them. Each subsequent pair of linear combinations is orthogonal to…

Methodology · Statistics 2015-12-22 Jacob Coleman , Joseph Replogle , Gabriel Chandler , Johanna Hardin

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

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

Canonical Correlation Analysis (CCA) is a method for feature extraction of two views by finding maximally correlated linear projections of them. Several variants of CCA have been introduced in the literature, in particular, variants based…

Machine Learning · Computer Science 2022-03-25 Tomer Friedlander , Lior Wolf

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
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