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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

In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…

Computer Vision and Pattern Recognition · Computer Science 2012-12-03 Qian Zhao , Deyu Meng , Zongben Xu

Cosine similarity is widely used to measure the similarity between two embeddings, while interpretations based on angle and correlation coefficient are common. In this study, we focus on the interpretable axes of embeddings transformed by…

Computation and Language · Computer Science 2024-12-18 Hiroaki Yamagiwa , Momose Oyama , Hidetoshi Shimodaira

Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…

Information Theory · Computer Science 2014-05-06 Yash Deshpande , Andrea Montanari

Linear principal component analysis (PCA) learns (semi-)orthogonal transformations by orienting the axes to maximize variance. Consequently, it can only identify orthogonal axes whose variances are clearly distinct, but it cannot identify…

Machine Learning · Computer Science 2024-07-02 Fahdi Kanavati , Lucy Katsnith , Masayuki Tsuneki

Principal component analysis (PCA) is by far the most widespread tool for unsupervised learning with high-dimensional data sets. Its application is popularly studied for the purpose of exploratory data analysis and online process…

Applications · Statistics 2019-02-12 Stefania Russo , Guangyu Li , Kris Villez

Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal,…

Machine Learning · Statistics 2015-05-06 Madeleine Udell , Corinne Horn , Reza Zadeh , Stephen Boyd

Principal component analysis (PCA) is one of the most widely used dimensionality reduction methods in scientific data analysis. In many applications, for additional interpretability, it is desirable for the factor loadings to be sparse,…

Optimization and Control · Mathematics 2017-12-05 Santanu S. Dey , Rahul Mazumder , Marco Molinaro , Guanyi Wang

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

Independent component analysis (ICA), is a blind source separation method that is becoming increasingly used to separate brain and non-brain related activities in electroencephalographic (EEG) and other electrophysiological recordings. It…

Signal Processing · Electrical Eng. & Systems 2022-10-18 Gwenevere Frank , Scott Makeig , Arnaud Delorme

We apply the independent component analysis (ICA) to the real data from a gravitational wave detector for the first time. Specifically we use the iKAGRA data taken in April 2016, and calculate the correlations between the gravitational wave…

Instrumentation and Methods for Astrophysics · Physics 2020-06-03 KAGRA Collaboration , T. Akutsu , M. Ando , K. Arai , Y. Arai , S. Araki , A. Araya , N. Aritomi , H. Asada , Y. Aso , S. Atsuta , K. Awai , S. Bae , Y. Bae , L. Baiotti , R. Bajpai , M. A. Barton , K. Cannon , E. Capocasa , M. Chan , C. Chen , K. Chen , Y. Chen , H. Chu , Y-K. Chu , K. Craig , W. Creus , K. Doi , K. Eda , S. Eguchi , Y. Enomoto , R. Flaminio , Y. Fujii , M. -K. Fujimoto , M. Fukunaga , M. Fukushima , T. Furuhata , G. Ge , A. Hagiwara , S. Haino , K. Hasegawa , K. Hashino , H. Hayakawa , K. Hayama , Y. Himemoto , Y. Hiranuma , N. Hirata , S. Hirobayashi , E. Hirose , Z. Hong , B. H. Hsieh , G-Z. Huang , P. Huang , Y. Huang , B. Ikenoue , S. Imam , K. Inayoshi , Y. Inoue , K. Ioka , Y. Itoh , K. Izumi , K. Jung , P. Jung , T. Kaji , T. Kajita , M. Kakizaki , M. Kamiizumi , S. Kanbara , N. Kanda , S. Kanemura , M. Kaneyama , G. Kang , J. Kasuya , Y. Kataoka , K. Kawaguchi , N. Kawai , S. Kawamura , T. Kawasaki , C. Kim , J. C. Kim , W. S. Kim , Y. -M. Kim , N. Kimura , T. Kinugawa , S. Kirii , N. Kita , Y. Kitaoka , H. Kitazawa , Y. Kojima , K. Kokeyama , K. Komori , A. K. H. Kong , K. Kotake , C. Kozakai , R. Kozu , R. Kumar , J. Kume , C. Kuo , H-S. Kuo , S. Kuroyanagi , K. Kusayanagi , K. Kwak , H. K. Lee , H. M. Lee , H. W. Lee , R. Lee , M. Leonardi , C. Lin , C-Y. Lin , F-L. Lin , G. C. Liu , Y. Liu , L. Luo , E. Majorana , S. Mano , M. Marchio , T. Matsui , F. Matsushima , Y. Michimura , N. Mio , O. Miyakawa , A. Miyamoto , T. Miyamoto , Y. Miyazaki , K. Miyo , S. Miyoki , W. Morii , S. Morisaki , Y. Moriwaki , T. Morozumi , M. Musha , K. Nagano , S. Nagano , K. Nakamura , T. Nakamura , H. Nakano , M. Nakano , K. Nakao , R. Nakashima , T. Narikawa , L. Naticchioni , R. Negishi , L. Nguyen Quynh , W. -T. Ni , A. Nishizawa , Y. Obuchi , T. Ochi , W. Ogaki , J. J. Oh , S. H. Oh , M. Ohashi , N. Ohishi , M. Ohkawa , K. Okutomi , K. Oohara , C. P. Ooi , S. Oshino , K. Pan , H. Pang , J. Park , F. E. Pena Arellano , I. Pinto , N. Sago , M. Saijo , S. Saito , Y. Saito , K. Sakai , Y. Sakai , Y. Sakai , Y. Sakuno , M. Sasaki , Y. Sasaki , S. Sato , T. Sato , T. Sawada , T. Sekiguchi , Y. Sekiguchi , N. Seto , S. Shibagaki , M. Shibata , R. Shimizu , T. Shimoda , K. Shimode , H. Shinkai , T. Shishido , A. Shoda , K. Somiya , E. J. Son , H. Sotani , A. Suemasa , R. Sugimoto , T. Suzuki , T. Suzuki , H. Tagoshi , H. Takahashi , R. Takahashi , A. Takamori , S. Takano , H. Takeda , M. Takeda , H. Tanaka , K. Tanaka , K. Tanaka , T. Tanaka , T. Tanaka , S. Tanioka , E. N. Tapia San Martin , D. Tatsumi , S. Telada , T. Tomaru , Y. Tomigami , T. Tomura , F. Travasso , L. Trozzo , T. Tsang , K. Tsubono , S. Tsuchida , T. Tsuzuki , D. Tuyenbayev , N. Uchikata , T. Uchiyama , A. Ueda , T. Uehara , S. Ueki , K. Ueno , G. Ueshima , F. Uraguchi , T. Ushiba , M. H. P. M. van Putten , H. Vocca , S. Wada , T. Wakamatsu , J. Wang , C. Wu , H. Wu , S. Wu , W-R. Xu , T. Yamada , A. Yamamoto , K. Yamamoto , K. Yamamoto , S. Yamamoto , T. Yamamoto , K. Yokogawa , J. Yokoyama , T. Yokozawa , T. H. Yoon , T. Yoshioka , H. Yuzurihara , S. Zeidler , Y. Zhao , Z. -H. Zhu

We consider the scenario where one observes an outcome variable and sets of features from multiple assays, all measured on the same set of samples. One approach that has been proposed for dealing with this type of data is ``sparse multiple…

Quantitative Methods · Quantitative Biology 2014-01-24 Samuel M. Gross , Robert Tibshirani

Sparse Principal Component Analysis (sparse PCA) is a fundamental dimension-reduction tool that enhances interpretability in various high-dimensional settings. An important variant of sparse PCA studies the scenario when samples are…

Optimization and Control · Mathematics 2024-11-11 Yuqing He , Guanyi Wang , Yu Yang

There is a gap between the theoretical foundations of disentanglement and the practice of modern representation learning. Existing theoretical frameworks, particularly Independent Component Analysis (ICA) and its nonlinear variants, assume…

Machine Learning · Computer Science 2026-05-22 Edmond Cunningham

Independent component analysis provides a principled framework for unsupervised representation learning, with solid theory on the identifiability of the latent code that generated the data, given only observations of mixtures thereof.…

Machine Learning · Statistics 2022-02-10 Luigi Gresele , Julius von Kügelgen , Vincent Stimper , Bernhard Schölkopf , Michel Besserve

Marine controlled source electromagnetic (CSEM) sensing method used for the detection of hydrocarbons based reservoirs in seabed logging application does not perform well due to the presence of the airwaves (or sea-surface). These airwaves…

Other Computer Science · Computer Science 2013-03-12 Adeel Ansari , Afza Bt Shafie , Abas B Md Said , Seema Ansari

Subjective classification of galaxies can mislead us in the quest of the origin regarding formation and evolution of galaxies since this is necessarily limited to a few features. The human mind is not able to apprehend the complex…

Cosmology and Nongalactic Astrophysics · Physics 2019-10-09 Tanuka Chattopadhyay , Didier Fraix-Burnet , Saptarshi Mondal

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Optimization and Control · Mathematics 2010-12-24 Youwei Zhang , Alexandre d'Aspremont , Laurent El Ghaoui

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

Recent advances have sparked significant interest in the development of privacy-preserving Principal Component Analysis (PCA). However, many existing approaches rely on restrictive assumptions, such as assuming sub-Gaussian data or being…

Methodology · Statistics 2025-07-22 Minwoo Kim , Sungkyu Jung
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