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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

We propose an sparse Bayesian learning (SBL)-based method that leverages group sparsity and multiple parameterized dictionaries to detect the relevant dictionary entries and estimate their continuous parameters by combining data from…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Jakob Möderl , Anders Malte Westerkam , Alexander Venus , Erik Leitinger

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…

Generalized canonical correlation analysis (GCCA) aims at finding latent low-dimensional common structure from multiple views (feature vectors in different domains) of the same entities. Unlike principal component analysis (PCA) that…

Machine Learning · Statistics 2017-08-02 Xiao Fu , Kejun Huang , Mingyi Hong , Nicholas D. Sidiropoulos , Anthony Man-Cho So

We propose novel first-order stochastic approximation algorithms for canonical correlation analysis (CCA). Algorithms presented are instances of inexact matrix stochastic gradient (MSG) and inexact matrix exponentiated gradient (MEG), and…

Machine Learning · Computer Science 2018-02-27 Raman Arora , Teodor V. Marinov , Poorya Mianjy , Nathan Srebro

Canonical Correlation Analysis (CCA) is a widely used spectral technique for finding correlation structures in multi-view datasets. In this paper, we tackle the problem of large scale CCA, where classical algorithms, usually requiring…

Machine Learning · Statistics 2015-06-29 Zhuang Ma , Yichao Lu , Dean Foster

Interest in bilevel optimization has grown in recent years, partially due to its applications to tackle challenging machine-learning problems. Several exciting recent works have been centered around developing efficient gradient-based…

Optimization and Control · Mathematics 2024-08-27 Liuyuan Jiang , Quan Xiao , Victor M. Tenorio , Fernando Real-Rojas , Antonio G. Marques , Tianyi Chen

Recent work has demonstrated that using a carefully designed sensing matrix rather than a random one, can improve the performance of compressed sensing. In particular, a well-designed sensing matrix can reduce the coherence between the…

Information Theory · Computer Science 2010-09-09 Kevin Rosenblum , Lihi Zelnik-Manor , Yonina C. Eldar

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

Spectral Clustering (SC) is one of the most widely used methods for data clustering. It first finds a low-dimensonal embedding $U$ of data by computing the eigenvectors of the normalized Laplacian matrix, and then performs k-means on…

Computer Vision and Pattern Recognition · Computer Science 2018-05-29 Canyi Lu , Shuicheng Yan , Zhouchen Lin

We present an extension of sparse Canonical Correlation Analysis (CCA) designed for finding multiple-to-multiple linear correlations within a single set of variables. Unlike CCA, which finds correlations between two sets of data where the…

Machine Learning · Statistics 2015-11-23 Maria De-Arteaga , Artur Dubrawski , Peter Huggins

Existing block Kaczmarz methods face challenges in balancing computational efficiency and convergence for large sparse linear systems with scattered nonzero patterns, due to costly partitioning strategies and non-orthogonal projections. In…

Numerical Analysis · Mathematics 2025-06-24 Yu-Fang Liang , Hou-Biao Li

In many statistical modeling problems, such as classification and regression, it is common to encounter sparse and blocky coefficients. Sparse fused Lasso is specifically designed to recover these sparse and blocky structured features,…

Statistics Theory · Mathematics 2024-05-30 Xiaofei Wu , Rongmei Liang , Zhimin Zhang , Zhenyu Cui

Massive data analysis calls for distributed algorithms and theories. We design a multi-round distributed algorithm for canonical correlation analysis. We construct principal directions through the convex formulation of canonical correlation…

Computation · Statistics 2024-12-24 Canyi Chen , Liping Zhu

We consider estimation in a high-dimensional linear model with strongly correlated variables. We propose to cluster the variables first and do subsequent sparse estimation such as the Lasso for cluster-representatives or the group Lasso…

Methodology · Statistics 2015-01-14 Peter Bühlmann , Philipp Rütimann , Sara van de Geer , Cun-Hui Zhang

Canonical correlation analysis (CCA) is a state-of-the-art method for frequency recognition in steady-state visual evoked potential (SSVEP)-based brain-computer interface (BCI) systems. Various extended methods have been developed, and…

Neurons and Cognition · Quantitative Biology 2018-07-03 Yangsong Zhang , Erwei Yin , Fali Li , Yu Zhang , Toshihisa Tanaka , Qibin Zhao , Yan Cui , Peng Xu , Dezhong Yao , Daqing Guo

Canonical correlation analysis is a widely used multivariate statistical technique for exploring the relation between two sets of variables. This paper considers the problem of estimating the leading canonical correlation directions in…

Statistics Theory · Mathematics 2015-10-16 Chao Gao , Zongming Ma , Zhao Ren , Harrison H. Zhou

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

Regularized Generalized Canonical Correlation Analysis (RGCCA) is a general statistical framework for multi-block data analysis. RGCCA enables deciphering relationships between several sets of variables and subsumes many well-known…

Machine Learning · Statistics 2023-02-13 Fabien Girka , Arnaud Gloaguen , Laurent Le Brusquet , Violetta Zujovic , Arthur Tenenhaus

Sparse Principal Component Analysis (SPCA) is an important technique for high-dimensional data analysis, improving interpretability by imposing sparsity on principal components. However, existing methods often fail to simultaneously…

Machine Learning · Computer Science 2026-03-03 Difei Cheng , Qiao Hu