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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

Many analyses of multivariate data focus on evaluating the dependence between two sets of variables, rather than the dependence among individual variables within each set. Canonical correlation analysis (CCA) is a classical data analysis…

Methodology · Statistics 2024-04-23 Jordan G. Bryan , Jonathan Niles-Weed , Peter D. Hoff

Canonical correlation analysis (CCA) is a standard tool for studying associations between two data sources; however, it is not designed for data with count or proportion measurement types. In addition, while CCA uncovers common signals, it…

Computation · Statistics 2022-08-02 Dongbang Yuan , Yunfeng Zhang , Shuai Guo , Wenyi Wang , Irina Gaynanova

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

Generalized Canonical Correlation Analysis (GCCA) is an important tool that finds numerous applications in data mining, machine learning, and artificial intelligence. It aims at finding `common' random variables that are strongly correlated…

Machine Learning · Computer Science 2021-05-19 Mikael Sørensen , Charilaos I. Kanatsoulis , Nicholas D. Sidiropoulos

Finding relationships between multiple views of data is essential both for exploratory analysis and as pre-processing for predictive tasks. A prominent approach is to apply variants of Canonical Correlation Analysis (CCA), a classical…

Machine Learning · Statistics 2016-01-11 Ziyuan Lin , Jaakko Peltonen

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 (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) 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

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

Conformal prediction provides rigorous distribution-free finite-sample guarantees for marginal coverage under the assumption of exchangeability, but may exhibit systematic undercoverage or overcoverage for specific subpopulations. Assessing…

Methodology · Statistics 2026-04-24 Zheng Zhou , Xiangfei Zhang , Chongguang Tao , Yuhong Yang

Canonical correlation analysis (CCA) is a technique for finding correlations between different data modalities and learning low-dimensional representations. As fairness becomes crucial in machine learning, fair CCA has gained attention.…

Machine Learning · Computer Science 2025-10-02 Bojian Hou , Zhanliang Wang , Zhuoping Zhou , Boning Tong , Zexuan Wang , Jingxuan Bao , Duy Duong-Tran , Qi Long , Li Shen

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

Sparse canonical correlation analysis (CCA) is a useful statistical tool to detect latent information with sparse structures. However, sparse CCA works only for two datasets, i.e., there are only two views or two distinct objects. To…

Machine Learning · Computer Science 2020-04-24 Jia Cai , Kexin Lv , Junyi Huo , Xiaolin Huang , Jie Yang

Canonical correlation analysis (CCA) has proven an effective tool for two-view dimension reduction due to its profound theoretical foundation and success in practical applications. In respect of multi-view learning, however, it is limited…

Machine Learning · Statistics 2015-02-10 Yong Luo , Dacheng Tao , Yonggang Wen , Kotagiri Ramamohanarao , Chao Xu

Linking between two data sources is a basic building block in numerous computer vision problems. In this paper, we set to answer a fundamental cognitive question: are prior correspondences necessary for linking between different domains?…

Computer Vision and Pattern Recognition · Computer Science 2018-04-03 Yedid Hoshen , Lior Wolf

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 widely used multivariate method in omics research for integrating high dimensional datasets. CCA identifies hidden links by deriving linear projections of features maximally correlating datasets.…

Methodology · Statistics 2025-10-31 Nuria Senar , Aeilko H. Zwinderman , Michel H. Hof and

The classical Canonical Correlation Analysis (CCA) identifies the correlations between two sets of multivariate variables based on their covariance, which has been widely applied in diverse fields such as computer vision, natural language…

Optimization and Control · Mathematics 2024-01-02 Yongchun Li , Santanu S. Dey , Weijun Xie

We propose Cooperative Component Analysis (CoCA), a new method for unsupervised multi-view analysis: it identifies the component that simultaneously captures significant within-view variance and exhibits strong cross-view correlation. The…

Methodology · Statistics 2024-07-25 Daisy Yi Ding , Alden Green , Min Woo Sun , Robert Tibshirani