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Related papers: Sparse canonical correlation analysis

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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

We consider a high-dimensional linear regression problem. Unlike many papers on the topic, we do not require sparsity of the regression coefficients; instead, our main structural assumption is a decay of eigenvalues of the covariance matrix…

Statistics Theory · Mathematics 2021-10-01 Igor Silin , Jianqing Fan

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

In clinical and biomedical research, multiple high-dimensional datasets are nowadays routinely collected from omics and imaging devices. Multivariate methods, such as Canonical Correlation Analysis (CCA), integrate two (or more) datasets to…

Methodology · Statistics 2025-03-20 Nuria Senar , Mark van de Wiel , Aeilko Zwinderman , Michel Hof

Sparse covariance matrices play crucial roles by encoding the interdependencies between variables in numerous fields such as genetics and neuroscience. Despite substantial studies on sparse covariance matrices, existing methods face several…

Methodology · Statistics 2026-03-03 Rakheon Kim , Irina Gaynanova

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

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

It can be challenging to perform an integrative statistical analysis of multi-view high-dimensional data acquired from different experiments on each subject who participated in a joint study. Canonical Correlation Analysis (CCA) is a…

Methodology · Statistics 2023-10-31 Siddhesh Kulkarni , Subhadip Pal , Jeremy T. Gaskins

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

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 Canonical Correlation Analysis (CCA) has received considerable attention in high-dimensional data analysis to study the relationship between two sets of random variables. However, there has been remarkably little theoretical…

Statistics Theory · Mathematics 2013-11-26 Mengjie Chen , Chao Gao , Zhao Ren , Harrison H. Zhou

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 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

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

Massive data analysis calls for distributed algorithms and theories. We design a multi-round distributed algorithm for canonical correlation analysis. We construct principal directions through the convex formulation of canonical correlation…

Computation · Statistics 2024-12-24 Canyi Chen , Liping Zhu

This paper is concerned with the analysis of correlation between two high-dimensional data sets when there are only few correlated signal components but the number of samples is very small, possibly much smaller than the dimensions of the…

Information Theory · Computer Science 2016-04-08 Yang Song , Peter J. Schreier , David Ramirez , Tanuj Hasija

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

This paper considers the problem of canonical-correlation analysis (CCA) (Hotelling, 1936) and, more broadly, the generalized eigenvector problem for a pair of symmetric matrices. These are two fundamental problems in data analysis and…

Machine Learning · Computer Science 2016-05-30 Rong Ge , Chi Jin , Sham M. Kakade , Praneeth Netrapalli , Aaron Sidford

Sparse dictionary coding represents signals as linear combinations of a few dictionary atoms. It has been applied to images, time series, graph signals and multi-way spatio-temporal data by jointly employing temporal and spatial…

Machine Learning · Computer Science 2025-09-15 Boya Ma , Abram Magner , Maxwell McNeil , Petko Bogdanov

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