English
Related papers

Related papers: Multi-set Canonical Correlation Analysis simply ex…

200 papers

Multivariate Analysis (MVA) comprises a family of well-known methods for feature extraction that exploit correlations among input variables of the data representation. One important property that is enjoyed by most such methods is…

Machine Learning · Statistics 2016-09-21 Sergio Muñoz-Romero , Vanessa Gómez-Verdejo , Jerónimo Arenas-García

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

Statistical Finance · Quantitative Finance 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

Canonical correlation analysis is a widely used multivariate statistical technique for exploring the relation between two sets of variables. This paper considers the problem of estimating the leading canonical correlation directions in…

Statistics Theory · Mathematics 2015-10-16 Chao Gao , Zongming Ma , Zhao Ren , Harrison H. Zhou

Regularized generalized canonical correlation analysis (RGCCA) is a generalization of regularized canonical correlation analysis to three or more sets of variables, which is a component-based approach aiming to study the relationships…

Statistics Theory · Mathematics 2025-03-21 Kuo-Yue Li , Qi-Ye Zhang , Yong-Han Sun

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

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

Multi-view alignment, achieving one-to-one correspondence of multi-view inputs, is critical in many real-world multi-view applications, especially for cross-view data analysis problems. Recently, an increasing number of works study this…

Machine Learning · Computer Science 2020-05-26 Yaxin Shi , Yuangang Pan , Donna Xu , Ivor W. Tsang

In this paper linear canonical correlation analysis (LCCA) is generalized by applying a structured transform to the joint probability distribution of the considered pair of random vectors, i.e., a transformation of the joint probability…

Methodology · Statistics 2015-06-03 Koby Todros , Alfred O. Hero

We present Deep Generalized Canonical Correlation Analysis (DGCCA) -- a method for learning nonlinear transformations of arbitrarily many views of data, such that the resulting transformations are maximally informative of each other. While…

Machine Learning · Computer Science 2017-06-16 Adrian Benton , Huda Khayrallah , Biman Gujral , Dee Ann Reisinger , Sheng Zhang , Raman Arora

Multi-view learning leverages correlations between different sources of data to make predictions in one view based on observations in another view. A popular approach is to assume that, both, the correlations between the views and the…

Machine Learning · Computer Science 2014-04-29 Behrouz Behmardi , Cedric Archambeau , Guillaume Bouchard

Given two data matrices $X$ and $Y$, sparse canonical correlation analysis (SCCA) is to seek two sparse canonical vectors $u$ and $v$ to maximize the correlation between $Xu$ and $Yv$. However, classical and sparse CCA models consider the…

Machine Learning · Computer Science 2017-10-16 Wenwen Min , Juan Liu , Shihua Zhang

Blind source separation (BSS) is one of the most important and established research topics in signal processing and many algorithms have been proposed based on different statistical properties of the source signals. For second-order…

Numerical Analysis · Mathematics 2014-03-11 Wei Liu

Recently there has been many works on adaptive subspace filtering in the signal processing literature. Most of them are concerned with tracking the signal subspace spanned by the eigenvectors corresponding to the eigenvalues of the…

Neural and Evolutionary Computing · Computer Science 2014-02-11 Rashid Ahmed , John A. Avaritsiotis

Combining the predictions of multiple trained models through ensembling is generally a good way to improve accuracy by leveraging the different learned features of the models, however it comes with high computational and storage costs.…

Machine Learning · Computer Science 2024-07-09 Stefan Horoi , Albert Manuel Orozco Camacho , Eugene Belilovsky , Guy Wolf

Principal component analysis (PCA), the most popular dimension-reduction technique, has been used to analyze high-dimensional data in many areas. It discovers the homogeneity within the data and creates a reduced feature space to capture as…

Methodology · Statistics 2026-03-24 Daning Bi , Le Chang , Yanrong Yang

This paper proposes a deep learning-based approach for in-situ process monitoring that captures nonlinear relationships between in-control high-dimensional process signature signals and offline product quality data. Specifically, we…

Applications · Statistics 2025-09-25 Xiaoyang Song , Wenbo Sun , Metin Kayitmazbatir , Jionghua , Jin

Recent developments in regularized Canonical Correlation Analysis (CCA) promise powerful methods for high-dimensional, multiview data analysis. However, justifying the structural assumptions behind many popular approaches remains a…

Methodology · Statistics 2025-11-18 Lennie Wells , Kumar Thurimella , Sergio Bacallado

Canonical correlation analysis is a technique to extract common features from a pair of multivariate data. In complex situations, however, it does not extract useful features because of its linearity. On the other hand, kernel method used…

Machine Learning · Computer Science 2007-05-23 Shotaro Akaho

Data integration, or the strategic analysis of multiple sources of data simultaneously, can often lead to discoveries that may be hidden in individualistic analyses of a single data source. We develop a new unsupervised data integration…

Methodology · Statistics 2021-04-06 Tiffany M. Tang , Genevera I. Allen