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This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of…

Statistics Theory · Mathematics 2022-10-20 Elynn Y. Chen , Jianqing Fan

The sparse canonical correlation analysis (SCCA) is a bi-multivariate association model that finds sparse linear combinations of two sets of variables that are maximally correlated with each other. In addition to the standard SCCA model, a…

Methodology · Statistics 2020-08-11 Kefei Liu , Qi Long , Li Shen

We introduce Causal Program Dependence Analysis (CPDA), a dynamic dependence analysis that applies causal inference to model the strength of program dependence relations in a continuous space. CPDA observes the association between program…

Software Engineering · Computer Science 2021-04-20 Seongmin Lee , Dave Binkley , Robert Feldt , Nicolas Gold , Shin Yoo

Canonical correlation analysis (CCA) has been one of the most popular methods for frequency recognition in steady-state visual evoked potential (SSVEP)-based brain-computer interfaces (BCIs). Despite its efficiency, a potential problem is…

Machine Learning · Statistics 2014-01-17 Yu Zhang , Guoxu Zhou , Jing Jin , Xingyu Wang , Andrzej Cichocki

Big data is transforming our world, revolutionizing operations and analytics everywhere, from financial engineering to biomedical sciences. The complexity of big data often makes dimension reduction techniques necessary before conducting…

Methodology · Statistics 2018-01-08 Jianqing Fan , Qiang Sun , Wen-Xin Zhou , Ziwei Zhu

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

We describe an algorithm to quantify dependence in a multivariate data set. The algorithm is able to identify any linear and non-linear dependence in the data set by performing a hypothesis test for two variables being independent. As a…

Data Analysis, Statistics and Probability · Physics 2012-11-06 Michael Feindt , Michael Prim

Confirmatory factor analysis (CFA) is a statistical method for identifying and confirming the presence of latent factors among observed variables through the analysis of their covariance structure. Compared to alternative factor models, CFA…

Methodology · Statistics 2024-10-08 Yifan Yang , Tianzhou Ma , Chuan Bi , Shuo Chen

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

We characterise some of the quirks and shortcomings in the exploration of Visual Dialogue - a sequential question-answering task where the questions and corresponding answers are related through given visual stimuli. To do so, we develop an…

Computer Vision and Pattern Recognition · Computer Science 2019-10-23 Daniela Massiceti , Puneet K. Dokania , N. Siddharth , Philip H. S. Torr

Independent Component Analysis (ICA) - one of the basic tools in data analysis - aims to find a coordinate system in which the components of the data are independent. In this paper we present Multiple-weighted Independent Component Analysis…

Machine Learning · Computer Science 2019-06-04 Andrzej Bedychaj , Przemysław Spurek , Łukasz Struskim , Jacek Tabor

Feature selection refers to the process of selecting useful features for machine learning tasks, and it is also a key step for structural health monitoring (SHM). This paper proposes a fast feature selection algorithm by efficiently…

Machine Learning · Statistics 2024-09-11 Sikai Zhang , Tingna Wang , Keith Worden , Limin Sun , Elizabeth J. Cross

The objective of multimodal information fusion is to mathematically analyze information carried in different sources and create a new representation which will be more effectively utilized in pattern recognition and other multimedia…

Computer Vision and Pattern Recognition · Computer Science 2021-03-02 Lei Gao , Rui Zhang , Lin Qi , Enqing Chen , Ling Guan

We consider asymptotically exact inference on the leading canonical correlation directions and strengths between two high dimensional vectors under sparsity restrictions. In this regard, our main contribution is the development of a loss…

Statistics Theory · Mathematics 2022-02-10 Nilanjana Laha , Nathan Huey , Brent Coull , Rajarshi Mukherjee

Recently the widely used multi-view learning model, Canonical Correlation Analysis (CCA) has been generalised to the non-linear setting via deep neural networks. Existing deep CCA models typically first decorrelate the feature dimensions of…

Computer Vision and Pattern Recognition · Computer Science 2018-03-28 Xiaobin Chang , Tao Xiang , Timothy M. Hospedales

We propose Deep Multiset Canonical Correlation Analysis (dMCCA) as an extension to representation learning using CCA when the underlying signal is observed across multiple (more than two) modalities. We use deep learning framework to learn…

Machine Learning · Computer Science 2023-02-09 Krishna Somandepalli , Naveen Kumar , Ruchir Travadi , Shrikanth Narayanan

Recently, two-dimensional canonical correlation analysis (2DCCA) has been successfully applied for image feature extraction. The method instead of concatenating the columns of the images to the one-dimensional vectors, directly works with…

Computer Vision and Pattern Recognition · Computer Science 2017-08-07 Mehran Safayani , Seyed Hashem Ahmadi , Homayun Afrabandpey , Abdolreza Mirzaei

Standard quantum inference converts quantum data into classical outputs. We study an alternative inference setting in which the desired output is quantum, preserving coherence. Such settings include quantum purity amplification (QPA),…

Quantum Physics · Physics 2026-05-21 Zhaoyi Li , Elias Theil , Aram W. Harrow , Isaac Chuang

We determine the number of statistically significant factors in a forecast model using a random matrices test. The applied forecast model is of the type of Reduced Rank Regression (RRR), in particular, we chose a flavor which can be seen as…

Statistical Finance · Quantitative Finance 2025-03-10 Andrés García Medina , Graciela González-Farías

Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…

Applications · Statistics 2025-06-25 Theodosios Papazoglou , Guosheng Yin
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