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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

We present deep variational canonical correlation analysis (VCCA), a deep multi-view learning model that extends the latent variable model interpretation of linear CCA to nonlinear observation models parameterized by deep neural networks.…

Machine Learning · Computer Science 2017-02-28 Weiran Wang , Xinchen Yan , Honglak Lee , Karen Livescu

Canonical correlation analysis (CCA) is a technique for finding correlated sets of features between two datasets. In this paper, we propose a novel extension of CCA to the online, streaming data setting: Sliding Window Informative Canonical…

Machine Learning · Statistics 2026-05-12 Arvind Prasadan

In this paper, we consider the sparse eigenvalue problem wherein the goal is to obtain a sparse solution to the generalized eigenvalue problem. We achieve this by constraining the cardinality of the solution to the generalized eigenvalue…

Machine Learning · Statistics 2009-10-13 Bharath Sriperumbudur , David Torres , Gert Lanckriet

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

We give an information-theoretic interpretation of Canonical Correlation Analysis (CCA) via (relaxed) Wyner's common information. CCA permits to extract from two high-dimensional data sets low-dimensional descriptions (features) that…

Information Theory · Computer Science 2020-03-02 Michael Gastpar , Erixhen Sula

Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating…

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…

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

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

Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…

Machine Learning · Computer Science 2017-07-11 Xiaojun Chang , Feiping Nie , Yi Yang , Heng Huang

Canonical Variate Analysis (CVA) is a multivariate statistical technique and a direct application of Linear Discriminant Analysis (LDA) that aims to find linear combinations of variables that best differentiate between groups in a dataset.…

Computation · Statistics 2025-09-23 Raeesa Ganey , Sugnet Lubbe

Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…

Machine Learning · Statistics 2014-05-14 David Lopez-Paz , Suvrit Sra , Alex Smola , Zoubin Ghahramani , Bernhard Schölkopf

Recent developments in regularized Canonical Correlation Analysis (CCA) promise powerful methods for high-dimensional, multiview data analysis. However, justifying the structural assumptions behind many popular approaches remains a…

Methodology · Statistics 2025-11-18 Lennie Wells , Kumar Thurimella , Sergio Bacallado

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

Optimization and Control · Mathematics 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

Canonical correlation analysis is a statistical technique that is used to find relations between two sets of variables. An important extension in pattern analysis is to consider more than two sets of variables. This problem can be expressed…

Machine Learning · Computer Science 2013-02-06 Jan Rupnik , Primoz Skraba , John Shawe-Taylor , Sabrina Guettes

The pose problem is one of the bottlenecks in automatic face recognition. We argue that one of the diffculties in this problem is the severe misalignment in face images or feature vectors with different poses. In this paper, we propose that…

Computer Vision and Pattern Recognition · Computer Science 2015-07-30 Annan Li , Shiguang Shan , Xilin Chen , Bingpeng Ma , Shuicheng Yan , Wen Gao

Finding relationships between multiple views of data is essential both for exploratory analysis and as pre-processing for predictive tasks. A prominent approach is to apply variants of Canonical Correlation Analysis (CCA), a classical…

Machine Learning · Statistics 2016-01-11 Ziyuan Lin , Jaakko Peltonen

This paper introduces a novel sparse latent factor modeling framework using sparse asymptotic Principal Component Analysis (APCA) to analyze the co-movements of high-dimensional panel data over time. Unlike existing methods based on sparse…

Methodology · Statistics 2025-08-08 Zhaoxing Gao

Canonical Correlation Analysis (CCA) is widely used for multimodal data analysis and, more recently, for discriminative tasks such as multi-view learning; however, it makes no use of class labels. Recent CCA methods have started to address…

Machine Learning · Computer Science 2019-07-19 Heather D. Couture , Roland Kwitt , J. S. Marron , Melissa Troester , Charles M. Perou , Marc Niethammer
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