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In climate studies, detecting spatial patterns that largely deviate from the sample mean still remains a statistical challenge. Although a Principal Component Analysis (PCA), or equivalently a Empirical Orthogonal Functions (EOF)…

Statistics Theory · Mathematics 2020-01-29 Alberto Bernacchia , Philippe Naveau

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 study the sample complexity of canonical correlation analysis (CCA), \ie, the number of samples needed to estimate the population canonical correlation and directions up to arbitrarily small error. With mild assumptions on the data…

Machine Learning · Computer Science 2019-10-22 Chao Gao , Dan Garber , Nathan Srebro , Jialei Wang , Weiran Wang

Sparse Canonical Correlation Analysis (SCCA) is a fundamental statistical tool for identifying linear relationships in high-dimensional, multi-view data. While minimax theory establishes an optimal sample complexity scaling additively with…

Signal Processing · Electrical Eng. & Systems 2026-04-21 Mengchu Xu , Jian Wang , Yonina C. Eldar

The sum-of-correlations (SUMCOR) formulation of generalized canonical correlation analysis (GCCA) seeks highly correlated low-dimensional representations of different views via maximizing pairwise latent similarity of the views. SUMCOR is…

Machine Learning · Computer Science 2018-12-26 Charilaos I. Kanatsoulis , Xiao Fu , Nicholas D. Sidiropoulos , Mingyi Hong

We present a numerically cheap approximation to super-sample covariance (SSC) of large scale structure cosmological probes, first in the case of angular power spectra. It necessitates no new elements besides those used for the prediction of…

Cosmology and Nongalactic Astrophysics · Physics 2019-04-17 Fabien Lacasa , Julien Grain

Super sample covariance (SSC) is important when estimating covariance matrices using a set of mock catalogues for galaxy surveys. If the underlying cosmological simulations do not include the variation in background parameters appropriate…

Cosmology and Nongalactic Astrophysics · Physics 2025-03-05 Greg Schreiner , Alex Krolewski , Shahab Joudaki , Will J. Percival

Remote sensing observations, products and simulations are fundamental sources of information to monitor our planet and its climate variability. Uncovering the main modes of spatial and temporal variability in Earth data is essential to…

Atmospheric and Oceanic Physics · Physics 2020-02-12 Diego Bueso , Maria Piles , Gustau Camps-Valls

Stimulation methods that utilise more than one stimulation frequency have been developed for steady-state visual evoked potential (SSVEP) brain-computer interfaces (BCIs) with the purpose of increasing the number of targets that can be…

Neurons and Cognition · Quantitative Biology 2021-08-12 Jing Mu , Ying Tan , David B. Grayden , Denny Oetomo

Evaluating classifications is crucial in statistics and machine learning, as it influences decision-making across various fields, such as patient prognosis and therapy in critical conditions. The Matthews correlation coefficient (MCC) is…

Methodology · Statistics 2024-06-18 Yuki Itaya , Jun Tamura , Kenichi Hayashi , Kouji Yamamoto

The Canonical Correlation Analysis (CCA) family of methods is foundational in multiview learning. Regularised linear CCA methods can be seen to generalise Partial Least Squares (PLS) and be unified with a Generalized Eigenvalue Problem…

Machine Learning · Computer Science 2024-05-02 James Chapman , Lennie Wells , Ana Lawry Aguila

Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…

Machine Learning · Computer Science 2022-07-06 Charles Marx , Shengjia Zhao , Willie Neiswanger , Stefano Ermon

Estimating the effects of continuous-valued interventions from observational data is a critically important task for climate science, healthcare, and economics. Recent work focuses on designing neural network architectures and…

Machine Learning · Computer Science 2022-10-13 Andrew Jesson , Alyson Douglas , Peter Manshausen , Maëlys Solal , Nicolai Meinshausen , Philip Stier , Yarin Gal , Uri Shalit

Technological developments and open data policies have made large, global environmental datasets accessible to everyone. For analysing such datasets, including spatiotemporal correlations using traditional models based on Gaussian processes…

Computation · Statistics 2020-07-01 Marius Appel , Edzer Pebesma

The canonical correlation analysis (CCA) is commonly used to analyze data sets with paired data, e.g. measurements of gene expression and metabolomic intensities of the same experiments. This allows to find interesting relationships between…

The detection and characterization of Earth-like exoplanets is one of the major science drivers for the next generation of telescopes. Current direct imaging instruments are limited by evolving non-common path aberrations (NCPAs). The NCPAs…

Instrumentation and Methods for Astrophysics · Physics 2022-03-14 Sebastiaan Y. Haffert

We propose graph canonical coherence analysis (gCChA), a novel framework that extends canonical correlation analysis to multivariate graph signals in the graph frequency domain. The proposed method addresses challenges posed by the inherent…

Methodology · Statistics 2026-01-15 Kyusoon Kim , Hee-Seok Oh

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

Recent calculations of supersymmetric corrections to the conflicting ratios $R_b$ and $R_c$ have shown that an alleged discrepancy between the SM predictions of these observables and the corresponding experimental values can be cured in the…

High Energy Physics - Phenomenology · Physics 2008-12-22 David Garcia , Joan Sola

Subspace clustering (SC) is a popular method for dimensionality reduction of high-dimensional data, where it generalizes Principal Component Analysis (PCA). Recently, several methods have been proposed to enhance the robustness of PCA and…

Data Structures and Algorithms · Computer Science 2015-06-09 Sanghyuk Chun , Yung-Kyun Noh , Jinwoo Shin