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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

Matrix factor models have been growing popular dimension reduction tools for large-dimensional matrix time series. However, the heteroscedasticity of the idiosyncratic components has barely received any attention. Starting from the pseudo…

Statistics Theory · Mathematics 2024-12-03 Yong He , Yujie Hou , Haixia Liu , Yalin Wang

Recent advances in citation recommendation have improved accuracy by leveraging multi-view representation learning to integrate the various modalities present in scholarly documents. However, effectively combining multiple data views…

Information Retrieval · Computer Science 2025-07-24 Conor McNamara , Effirul Ramlan

In many settings, we have multiple data sets (also called views) that capture different and overlapping aspects of the same phenomenon. We are often interested in finding patterns that are unique to one or to a subset of the views. For…

Machine Learning · Computer Science 2015-07-15 Rong Ge , James Zou

How does one find dimensions in multivariate data that are reliably expressed across repetitions? For example, in a brain imaging study one may want to identify combinations of neural signals that are reliably expressed across multiple…

Machine Learning · Statistics 2022-12-05 Lucas C. Parra , Stefan Haufe , Jacek P. Dmochowski

We present an efficient stochastic algorithm (RSG+) for canonical correlation analysis (CCA) using a reparametrization of the projection matrices. We show how this reparametrization (into structured matrices), simple in hindsight, directly…

Machine Learning · Computer Science 2021-06-15 Zihang Meng , Rudrasis Chakraborty , Vikas Singh

The availability of multi-modality datasets provides a unique opportunity to characterize the same object of interest using multiple viewpoints more comprehensively. In this work, we investigate the use of canonical correlation analysis…

Machine Learning · Computer Science 2024-10-28 Vaishnavi Subramanian , Tanveer Syeda-Mahmood , Minh N. Do

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

We propose using canonical correlation analysis (CCA) to generate features from sequences of medical billing codes. Applying this novel use of CCA to a database of medical billing codes for patients with diverticulitis, we first demonstrate…

Machine Learning · Statistics 2017-01-09 Corinne L. Jones , Sham M. Kakade , Lucas W. Thornblade , David R. Flum , Abraham D. Flaxman

Functional principal component analysis (FPCA) is a widely used technique in functional data analysis for identifying the primary sources of variation in a sample of random curves. The eigenfunctions obtained from standard FPCA typically…

Methodology · Statistics 2025-06-04 Maria Laura Battagliola , Jan O. Bauer

Canonical correlation analysis (CCA) has been one of the most popular methods for frequency recognition in steady-state visual evoked potential (SSVEP)-based brain-computer interfaces (BCIs). Despite its efficiency, a potential problem is…

Machine Learning · Statistics 2014-01-17 Yu Zhang , Guoxu Zhou , Jing Jin , Xingyu Wang , Andrzej Cichocki

In this work, we propose the joint linked component analysis (joint\_LCA) for multiview data. Unlike classic methods which extract the shared components in a sequential manner, the objective of joint\_LCA is to identify the view-specific…

Machine Learning · Statistics 2024-06-18 Lin Xiao , Luo Xiao

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

Generalized Eigenvalue Problems (GEPs) encompass a range of interesting dimensionality reduction methods. Development of efficient stochastic approaches to these problems would allow them to scale to larger datasets. Canonical Correlation…

Machine Learning · Computer Science 2023-01-10 James Chapman , Ana Lawry Aguila , Lennie Wells

In order to address complex systems, apply pattern recongnition on their evolution could play an key role to understand their dynamics. Global patterns are required to detect emergent concepts and trends, some of them with qualitative…

Artificial Intelligence · Computer Science 2011-08-05 Gonzalo A. Aranda-Corral , Joaquín Borrego-Díaz , Juan Galán-Páez

We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…

Methodology · Statistics 2015-08-20 Vincent Audigier , François Husson , Julie Josse

A novel multi-task Gaussian process (GP) framework is proposed, by using a common mean process for sharing information across tasks. In particular, we investigate the problem of time series forecasting, with the objective to improve…

Computation · Statistics 2022-05-25 Arthur Leroy , Pierre Latouche , Benjamin Guedj , Servane Gey

We introduce a novel statistical framework for the analysis of replicated point processes that allows for the study of point pattern variability at a population level. By treating point process realizations as random measures, we adopt a…

Statistics Theory · Mathematics 2025-11-05 Franck Picard , Vincent Rivoirard , Angelina Roche , Victor Panaretos

Relations between categorical variables can be analyzed conveniently by multiple correspondence analysis (MCA). %It is well suited to discover relations that may exist between categories of different variables. The graphical representation…

Methodology · Statistics 2016-03-11 Patrick J. F. Groenen , Julie Josse

Principal component analysis (PCA) is a tool to capture factors that explain variation in data. Across domains, data are now collected across multiple contexts (for example, individuals with different diseases, cells of different types, or…

Machine Learning · Statistics 2026-01-22 Kexin Wang , Salil Bhate , João M. Pereira , Joe Kileel , Matylda Figlerowicz , Anna Seigal