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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

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

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

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

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

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…

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) 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 introduce Block Sparse Canonical Correlation Analysis which estimates multiple pairs of canonical directions (together a "block") at once, resulting in significantly improved orthogonality of the sparse directions which, we demonstrate,…

Machine Learning · Statistics 2020-01-22 Omid Shams Solari , Rojin Safavi , James B. Brown

Motivation: Biomedical studies increasingly produce multi-view high-dimensional datasets (e.g., multi-omics) that demand integrative analysis. Existing canonical correlation analysis (CCA) and generalized CCA methods address at most two of…

Machine Learning · Statistics 2025-02-27 Rong Wu , Ziqi Chen , Gen Li , Hai Shu

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

Since the introduction of the lasso in regression, various sparse methods have been developed in an unsupervised context like sparse principal component analysis (s-PCA), sparse canonical correlation analysis (s-CCA) and sparse singular…

Methodology · Statistics 2020-12-09 Ruiping Liu , Ndeye Niang , Gilbert Saporta , Huiwen Wang

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

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

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

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 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

Canonical correlation analysis (CCA) is a classical representation learning technique for finding correlated variables in multi-view data. Several nonlinear extensions of the original linear CCA have been proposed, including kernel and deep…

Machine Learning · Computer Science 2016-02-09 Tomer Michaeli , Weiran Wang , Karen Livescu

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

Canonical correlation analysis (CCA) is a popular statistical technique for exploring relationships between datasets. In recent years, the estimation of sparse canonical vectors has emerged as an important but challenging variant of the CCA…

Machine Learning · Statistics 2023-11-06 Qiuyun Zhu , Yves Atchade