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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

Sparse Principal Component Analysis (SPCA) is a fundamental technique for dimensionality reduction, and is NP-hard. In this paper, we introduce a randomized approximation algorithm for SPCA, which is based on the basic SDP relaxation. Our…

Machine Learning · Statistics 2026-05-19 Alberto Del Pia , Dekun Zhou

Sparse principal component analysis with global support (SPCAgs), is the problem of finding the top-$r$ leading principal components such that all these principal components are linear combinations of a common subset of at most $k$…

Optimization and Control · Mathematics 2022-05-11 Santanu S. Dey , Marco Molinaro , Guanyi Wang

Canonical correlation analysis (CCA) has proven an effective tool for two-view dimension reduction due to its profound theoretical foundation and success in practical applications. In respect of multi-view learning, however, it is limited…

Machine Learning · Statistics 2015-02-10 Yong Luo , Dacheng Tao , Yonggang Wen , Kotagiri Ramamohanarao , Chao Xu

Canonical Correlation Analysis (CCA) has been widely applied to jointly embed multiple views of data in a maximally correlated latent space. However, the alignment between various data perspectives, which is required by traditional…

Machine Learning · Computer Science 2023-12-11 Biqian Cheng , Evangelos E. Papalexakis , Jia Chen

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

In this paper, we consider a new variant for principal component analysis (PCA), aiming to capture the grouping and/or sparse structures of factor loadings simultaneously. To achieve these goals, we employ a non-convex truncated…

Methodology · Statistics 2022-09-14 Haiyan Jiang , Shanshan Qin , Oscar Hernan Madrid Padilla

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

Sparse principal component analysis (sparse PCA) aims at finding a sparse basis to improve the interpretability over the dense basis of PCA, meanwhile the sparse basis should cover the data subspace as much as possible. In contrast to most…

Machine Learning · Computer Science 2014-05-02 Zhenfang Hu , Gang Pan , Yueming Wang , Zhaohui Wu

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

This paper investigates fairness and bias in Canonical Correlation Analysis (CCA), a widely used statistical technique for examining the relationship between two sets of variables. We present a framework that alleviates unfairness by…

Machine Learning · Computer Science 2023-09-28 Zhuoping Zhou , Davoud Ataee Tarzanagh , Bojian Hou , Boning Tong , Jia Xu , Yanbo Feng , Qi Long , Li Shen

In practical analysis, domain knowledge about analysis target has often been accumulated, although, typically, such knowledge has been discarded in the statistical analysis stage, and the statistical tool has been applied as a black box. In…

Machine Learning · Computer Science 2017-10-13 Tsuyoshi Kato , Misato Kobayashi , Daisuke Sano

We propose a new sparse principal component analysis (SPCA) method in which the solutions are obtained by projecting the full cardinality principal components onto subsets of variables. The resulting components are guaranteed to explain a…

Methodology · Statistics 2019-10-09 Giovanni Maria Merola

There are a multitude of methods to perform multi-set correlated component analysis (MCCA), including some that require iterative solutions. The methods differ on the criterion they optimize and the constraints placed on the solutions. This…

Machine Learning · Statistics 2018-02-13 Lucas C Parra

Motivated by the problem of online canonical correlation analysis, we propose the \emph{Stochastic Scaled-Gradient Descent} (SSGD) algorithm for minimizing the expectation of a stochastic function over a generic Riemannian manifold. SSGD…

Machine Learning · Statistics 2022-01-25 Chris Junchi Li , Michael I. Jordan

In brain-computer interface or neuroscience applications, generalized canonical correlation analysis (GCCA) is often used to extract correlated signal components in the neural activity of different subjects attending to the same stimulus.…

Signal Processing · Electrical Eng. & Systems 2023-02-17 Simon Geirnaert , Tom Francart , Alexander Bertrand

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

This paper considers smooth convex optimization problems with many functional constraints. To solve this general class of problems we propose a new stochastic perturbed augmented Lagrangian method, called SGDPA, where a perturbation is…

Optimization and Control · Mathematics 2025-04-01 Nitesh Kumar Singh , Ion Necoara

Sequential or online dimensional reduction is of interests due to the explosion of streaming data based applications and the requirement of adaptive statistical modeling, in many emerging fields, such as the modeling of energy end-use…

Machine Learning · Statistics 2014-07-17 Zhaoyi Kang , Costas J. Spanos

Current bundle adjustment solvers such as the Levenberg-Marquardt (LM) algorithm are limited by the bottleneck in solving the Reduced Camera System (RCS) whose dimension is proportional to the camera number. When the problem is scaled up,…

Computer Vision and Pattern Recognition · Computer Science 2023-02-28 Lei Zhou , Zixin Luo , Mingmin Zhen , Tianwei Shen , Shiwei Li , Zhuofei Huang , Tian Fang , Long Quan
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