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We propose an efficient algorithm for solving orthogonal canonical correlation analysis (OCCA) in the form of trace-fractional structure and orthogonal linear projections. Even though orthogonality has been widely used and proved to be a…

Machine Learning · Computer Science 2019-09-26 Leihong Zhang , Li Wang , Zhaojun Bai , Ren-cang Li

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

Sparse principal component analysis (PCA) and sparse canonical correlation analysis (CCA) are two essential techniques from high-dimensional statistics and machine learning for analyzing large-scale data. Both problems can be formulated as…

Machine Learning · Statistics 2019-03-28 Shixiang Chen , Shiqian Ma , Lingzhou Xue , Hui Zou

Discriminative Canonical Correlation Analysis (DCCA) is a powerful supervised feature extraction technique for two sets of multivariate data, which has wide applications in pattern recognition. DCCA consists of two parts: (i) mean-centering…

Quantum Physics · Physics 2022-06-14 Yong-Mei Li , Hai-Ling Liu , Shi-Jie Pan , Su-Juan Qin , Fei Gao , Qiao-Yan Wen

We propose graph canonical coherence analysis (gCChA), a novel framework that extends canonical correlation analysis to multivariate graph signals in the graph frequency domain. The proposed method addresses challenges posed by the inherent…

Methodology · Statistics 2026-01-15 Kyusoon Kim , Hee-Seok Oh

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

We present Deep Generalized Canonical Correlation Analysis (DGCCA) -- a method for learning nonlinear transformations of arbitrarily many views of data, such that the resulting transformations are maximally informative of each other. While…

Machine Learning · Computer Science 2017-06-16 Adrian Benton , Huda Khayrallah , Biman Gujral , Dee Ann Reisinger , Sheng Zhang , Raman Arora

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

Computation · Statistics 2016-01-29 Qiaoya Zhang , Yiyuan She

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

For multiple multivariate data sets, we derive conditions under which Generalized Canonical Correlation Analysis (GCCA) improves classification performance of the projected datasets, compared to standard Canonical Correlation Analysis (CCA)…

Machine Learning · Statistics 2024-06-27 Cencheng Shen , Ming Sun , Minh Tang , Carey E. Priebe

Sparse Canonical Correlation Analysis (CCA) has received considerable attention in high-dimensional data analysis to study the relationship between two sets of random variables. However, there has been remarkably little theoretical…

Statistics Theory · Mathematics 2013-11-26 Mengjie Chen , Chao Gao , Zhao Ren , Harrison H. Zhou

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

Canonical correlation analysis (CCA) is a classic statistical method for discovering latent co-variation that underpins two or more observed random vectors. Several extensions and variations of CCA have been proposed that have strengthened…

Machine Learning · Computer Science 2023-12-22 Paris A. Karakasis , Nicholas D. Sidiropoulos

Multi-block CCA constructs linear relationships explaining coherent variations across multiple blocks of data. We view the multi-block CCA problem as finding leading generalized eigenvectors and propose to solve it via a proximal gradient…

Methodology · Statistics 2022-01-17 Leying Guan

This article critically assesses the utility of the classical statistical technique of Canonical Correlation Analysis (CCA) for studying spatial associations and proposes a new approach to enhance it. Unlike bivariate correlation analysis,…

Methodology · Statistics 2026-02-12 Zhenzhi Jiao , Angela Yao , Ran Tao , Jean-Claude Thill

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

Random features approach has been widely used for kernel approximation in large-scale machine learning. A number of recent studies have explored data-dependent sampling of features, modifying the stochastic oracle from which random features…

Machine Learning · Computer Science 2021-11-03 Yinsong Wang , Shahin Shahrampour

Sparse principal component analysis (SPCA) addresses the poor interpretability and variable redundancy often encountered by principal component analysis (PCA) in high-dimensional data. However, SPCA typically imposes uniform penalties on…

Machine Learning · Statistics 2026-03-17 Ying Hu , Hu Yang

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 problem of recovering a low-rank matrix from a set of observations corrupted with gross sparse error is known as the robust principal component analysis (RPCA) and has many applications in computer vision, image processing and web data…

Optimization and Control · Mathematics 2013-09-27 Necdet Serhat Aybat , Donald Goldfarb , Shiqian Ma