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Canonical Correlation Analysis (CCA) is a multivariate technique that takes two datasets and forms the most highly correlated possible pairs of linear combinations between them. Each subsequent pair of linear combinations is orthogonal to…

Methodology · Statistics 2015-12-22 Jacob Coleman , Joseph Replogle , Gabriel Chandler , Johanna Hardin

We study the stochastic optimization of canonical correlation analysis (CCA), whose objective is nonconvex and does not decouple over training samples. Although several stochastic gradient based optimization algorithms have been recently…

Machine Learning · Computer Science 2016-11-15 Weiran Wang , Jialei Wang , Dan Garber , Nathan Srebro

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

Tensor canonical correlation analysis (TCCA) has garnered significant attention due to its effectiveness in capturing high-order correlations in multi-view learning. However, existing TCCA methods often underemphasize the characterization…

Optimization and Control · Mathematics 2025-12-10 Yanjiao Zhu , Wanquan Liu , Xianchao Xiu , Jianqin Sun

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

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

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

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

Canonical Correlation Analysis (CCA) is a widespread technique for discovering linear relationships between two sets of variables $X \in \mathbb{R}^{n \times p}$ and $Y \in \mathbb{R}^{n \times q}$. In high dimensions however, standard…

Methodology · Statistics 2024-05-31 Claire Donnat , Elena Tuzhilina

Background: Canonical correlation analysis (CCA) is a classic statistical tool for investigating complex multivariate data. Correspondingly, it has found many diverse applications, ranging from molecular biology and medicine to social…

Methodology · Statistics 2019-01-14 Takoua Jendoubi , Korbinian Strimmer

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 investigates linear relationships between two sets of variables, but often works poorly on modern data sets due to high-dimensionality and mixed data types such as continuous, binary and zero-inflated. To…

Methodology · Statistics 2021-04-01 Grace Yoon , Raymond J. Carroll , Irina Gaynanova

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

Canonical correlation analysis (CCA for short) describes the relationship between two sets of variables by finding some linear combinations of these variables that maximizing the correlation coefficient. However, in high-dimensional…

Optimization and Control · Mathematics 2020-03-23 Kangkang Deng , Zheng Peng

Classical canonical correlation analysis (CCA) requires matrices to be low dimensional, i.e. the number of features cannot exceed the sample size. Recent developments in CCA have mainly focused on the high-dimensional setting, where the…

Methodology · Statistics 2021-06-09 Wenjia Wang , Yi-Hui Zhou

Canonical correlation analysis was proposed by Hotelling [6] and it measures linear relationship between two multidimensional variables. In high dimensional setting, the classical canonical correlation analysis breaks down. We propose a…

Machine Learning · Statistics 2017-06-06 Xiaotong Suo , Victor Minden , Bradley Nelson , Robert Tibshirani , Michael Saunders

Canonical Correlation Analysis (CCA) models are powerful for studying the associations between two sets of variables. The canonically correlated representations, termed \textit{canonical variates} are widely used in unsupervised learning to…

Machine Learning · Computer Science 2021-06-09 Ofir Lindenbaum , Moshe Salhov , Amir Averbuch , Yuval Kluger

We consider the problem of sparse canonical correlation analysis (CCA), i.e., the search for two linear combinations, one for each multivariate, that yield maximum correlation using a specified number of variables. We propose an efficient…

Computation · Statistics 2008-01-18 Ami Wiesel , Mark Kliger , Alfred O. Hero

Canonical correlation analysis (CCA) is a widely used technique for estimating associations between two sets of multi-dimensional variables. Recent advancements in CCA methods have expanded their application to decipher the interactions of…

Machine Learning · Statistics 2025-02-05 Hongju Park , Shuyang Bai , Zhenyao Ye , Hwiyoung Lee , Tianzhou Ma , Shuo Chen

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