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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

Canonical Correlation Analysis (CCA) is a widely used spectral technique for finding correlation structures in multi-view datasets. In this paper, we tackle the problem of large scale CCA, where classical algorithms, usually requiring…

Machine Learning · Statistics 2015-06-29 Zhuang Ma , Yichao Lu , Dean Foster

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

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

We investigate the identifiability of nonlinear Canonical Correlation Analysis (CCA) in a multi-view setup, where each view is generated by an unknown nonlinear map applied to a linear mixture of shared latents and view-private noise.…

Machine Learning · Computer Science 2026-03-02 Zhiwei Han , Stefan Matthes , Hao Shen

In this paper, we address the problem of hidden common variables discovery from multimodal data sets of nonlinear high-dimensional observations. We present a metric based on local applications of canonical correlation analysis (CCA) and…

Machine Learning · Computer Science 2017-07-12 Or Yair , Ronen Talmon

We consider the scenario where one observes an outcome variable and sets of features from multiple assays, all measured on the same set of samples. One approach that has been proposed for dealing with this type of data is ``sparse multiple…

Quantitative Methods · Quantitative Biology 2014-01-24 Samuel M. Gross , Robert Tibshirani

Multiview canonical correlation analysis (MCCA) seeks latent low-dimensional representations encountered with multiview data of shared entities (a.k.a. common sources). However, existing MCCA approaches do not exploit the geometry of the…

Signal Processing · Electrical Eng. & Systems 2019-05-22 Jia Chen , Gang Wang , Georgios B. Giannakis

We present a novel method for solving Canonical Correlation Analysis (CCA) in a sparse convex framework using a least squares approach. The presented method focuses on the scenario when one is interested in (or limited to) a primal…

Machine Learning · Statistics 2009-08-20 David R. Hardoon , John Shawe-Taylor

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

A new approach to the sparse Canonical Correlation Analysis (sCCA)is proposed with the aim of discovering interpretable associations in very high-dimensional multi-view, i.e.observations of multiple sets of variables on the same subjects,…

Machine Learning · Statistics 2019-09-18 Omid S. Solari , James B. Brown , Peter J. Bickel

Principal component analysis (PCA) is a widespread technique for data analysis that relies on the covariance-correlation matrix of the analyzed data. However to properly work with high-dimensional data, PCA poses severe mathematical…

Quantitative Methods · Quantitative Biology 2018-10-18 Luigi Leonardo Palese

Investigating the relationships between two sets of variables helps to understand their interactions and can be done with canonical correlation analysis (CCA). However, the correlation between the two sets can sometimes depend on a third…

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

Canonical correlation analysis (CCA) has become a key tool for population neuroimaging, allowing investigation of associations between many imaging and non-imaging measurements. As other variables are often a source of variability not of…

Methodology · Statistics 2024-01-09 Anderson M. Winkler , Olivier Renaud , Stephen M. Smith , Thomas E. Nichols

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

We present Deep Tensor Canonical Correlation Analysis (DTCCA), a method to learn complex nonlinear transformations of multiple views (more than two) of data such that the resulting representations are linearly correlated in high order. The…

Machine Learning · Computer Science 2020-05-26 Hok Shing Wong , Li Wang , Raymond Chan , Tieyong Zeng

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…

In high-dimensional settings, Canonical Correlation Analysis (CCA) often fails, and existing sparse methods force an untenable choice between computational speed and statistical rigor. This work introduces a fast and provably consistent…

Methodology · Statistics 2025-07-16 Zixuan Wu , Elena Tuzhilina , Claire Donnat

It can be challenging to perform an integrative statistical analysis of multi-view high-dimensional data acquired from different experiments on each subject who participated in a joint study. Canonical Correlation Analysis (CCA) is a…

Methodology · Statistics 2023-10-31 Siddhesh Kulkarni , Subhadip Pal , Jeremy T. Gaskins