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Related papers: BLOCCS: Block Sparse Canonical Correlation Analysi…

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In recent years, the creation of block-structured dictionary has attracted a lot of interest. Learning such dictionaries involve two step process: block formation and dictionary update. Both these steps are important in producing an…

Computer Vision and Pattern Recognition · Computer Science 2017-08-08 Nagendra Kumar , Rohit Sinha

In this paper, we aim at solving the cardinality constrained high-order portfolio optimization, i.e., mean-variance-skewness-kurtosis model with cardinality constraint (MVSKC). Optimization for the MVSKC model is of great difficulty in two…

Portfolio Management · Quantitative Finance 2021-06-11 Jinxin Wang , Zengde Deng , Taoli Zheng , Anthony Man-Cho So

This paper considers the problem of canonical-correlation analysis (CCA) (Hotelling, 1936) and, more broadly, the generalized eigenvector problem for a pair of symmetric matrices. These are two fundamental problems in data analysis and…

Machine Learning · Computer Science 2016-05-30 Rong Ge , Chi Jin , Sham M. Kakade , Praneeth Netrapalli , Aaron Sidford

We consider the greedy algorithms for the joint recovery of high-dimensional sparse signals based on the block multiple measurement vector (BMMV) model in compressed sensing (CS). To this end, we first put forth two versions of simultaneous…

Signal Processing · Electrical Eng. & Systems 2023-04-11 Liyang Lu , Zhaocheng Wang , Sheng Chen

Canonical Correlation Analysis (CCA) is a linear representation learning method that seeks maximally correlated variables in multi-view data. Non-linear CCA extends this notion to a broader family of transformations, which are more powerful…

Machine Learning · Computer Science 2020-02-11 Amichai Painsky , Meir Feder , Naftali Tishby

We present a fast algorithm for approximate Canonical Correlation Analysis (CCA). Given a pair of tall-and-thin matrices, the proposed algorithm first employs a randomized dimensionality reduction transform to reduce the size of the input…

Data Structures and Algorithms · Computer Science 2013-05-03 Haim Avron , Christos Boutsidis , Sivan Toledo , Anastasios Zouzias

In classical canonical correlation analysis (CCA), the goal is to determine the linear transformations of two random vectors into two new random variables that are most strongly correlated. Canonical variables are pairs of these new random…

Methodology · Statistics 2025-10-24 Tomasz Górecki , Mirosław Krzyśko , Felix Gnettner , Piotr Kokoszka

Sparse dictionary coding represents signals as linear combinations of a few dictionary atoms. It has been applied to images, time series, graph signals and multi-way spatio-temporal data by jointly employing temporal and spatial…

Machine Learning · Computer Science 2025-09-15 Boya Ma , Abram Magner , Maxwell McNeil , Petko Bogdanov

A trend in compressed sensing (CS) is to exploit structure for improved reconstruction performance. In the basic CS model, exploiting the clustering structure among nonzero elements in the solution vector has drawn much attention, and many…

Computation · Statistics 2011-06-13 Zhilin Zhang , Bhaskar D. Rao

We propose a new technique, Singular Vector Canonical Correlation Analysis (SVCCA), a tool for quickly comparing two representations in a way that is both invariant to affine transform (allowing comparison between different layers and…

Machine Learning · Statistics 2017-11-09 Maithra Raghu , Justin Gilmer , Jason Yosinski , Jascha Sohl-Dickstein

Canonical Correlation Analysis (CCA) is a method for feature extraction of two views by finding maximally correlated linear projections of them. Several variants of CCA have been introduced in the literature, in particular, variants based…

Machine Learning · Computer Science 2022-03-25 Tomer Friedlander , Lior Wolf

To understand the biology of cancer, joint analysis of multiple data modalities, including imaging and genomics, is crucial. The involved nature of gene-microenvironment interactions necessitates the use of algorithms which treat both data…

Signal Processing · Electrical Eng. & Systems 2018-02-27 Vaishnavi Subramanian , Benjamin Chidester , Jian Ma , Minh N. Do

Motivated by emerging applications in machine learning, we consider an optimization problem in a general form where the gradient of the objective function is available through a biased stochastic oracle. We assume a bias-control parameter…

Optimization and Control · Mathematics 2026-02-10 Yin Liu , Sam Davanloo Tajbakhsh

In this paper, we consider smooth convex optimization problems with simple constraints and inexactness in the oracle information such as value, partial or directional derivatives of the objective function. We introduce a unifying framework,…

Optimization and Control · Mathematics 2020-12-17 Pavel Dvurechensky , Alexander Gasnikov , Alexander Tiurin , Vladimir Zholobov

A flow decomposition method based on canonical correlation analysis is proposed in this paper to optimally dissect complex flows into mutually orthogonal modes that are ranked by their cross-correlation with an observable. It is…

Fluid Dynamics · Physics 2025-09-05 Benshuai Lyu

Reducing the number of false discoveries is presently one of the most pressing issues in the life sciences. It is of especially great importance for many applications in neuroimaging and genomics, where datasets are typically…

Methodology · Statistics 2018-06-26 Alexej Gossmann , Pascal Zille , Vince Calhoun , Yu-Ping Wang

Compressed Sensing (CS) is a signal processing technique which can accurately recover sparse signals from linear measurements with far fewer number of measurements than those required by the classical Shannon-Nyquist theorem. Block sparse…

Information Theory · Computer Science 2019-01-30 Haifeng Li , Jinming Wen

Canonical correlation analysis is a family of multivariate statistical methods for the analysis of paired sets of variables. Since its proposition, canonical correlation analysis has for instance been extended to extract relations between…

Machine Learning · Computer Science 2017-11-08 Viivi Uurtio , João M. Monteiro , Jaz Kandola , John Shawe-Taylor , Delmiro Fernandez-Reyes , Juho Rousu

Canonical Correlation Analysis (CCA) is a statistical technique used to extract common information from multiple data sources or views. It has been used in various representation learning problems, such as dimensionality reduction, word…

Machine Learning · Computer Science 2020-06-18 Benjamin Dutton

We consider compressed sensing of block-sparse signals, i.e., sparse signals that have nonzero coefficients occurring in clusters. An uncertainty relation for block-sparse signals is derived, based on a block-coherence measure, which we…

Information Theory · Computer Science 2015-05-13 Yonina C. Eldar , Patrick Kuppinger , Helmut Bölcskei
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