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Canonical correlation analysis is a technique to extract common features from a pair of multivariate data. In complex situations, however, it does not extract useful features because of its linearity. On the other hand, kernel method used…

Machine Learning · Computer Science 2007-05-23 Shotaro Akaho

Classical canonical correlation analysis (CCA) requires matrices to be low dimensional, i.e. the number of features cannot exceed the sample size. Recent developments in CCA have mainly focused on the high-dimensional setting, where the…

Methodology · Statistics 2021-06-09 Wenjia Wang , Yi-Hui Zhou

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

This paper presents Deep Dynamic Probabilistic Canonical Correlation Analysis (D2PCCA), a model that integrates deep learning with probabilistic modeling to analyze nonlinear dynamical systems. Building on the probabilistic extensions of…

Machine Learning · Computer Science 2025-02-10 Shiqin Tang , Shujian Yu , Yining Dong , S. Joe Qin

In clinical and biomedical research, multiple high-dimensional datasets are nowadays routinely collected from omics and imaging devices. Multivariate methods, such as Canonical Correlation Analysis (CCA), integrate two (or more) datasets to…

Methodology · Statistics 2025-03-20 Nuria Senar , Mark van de Wiel , Aeilko Zwinderman , Michel Hof

Learning representations of two views of data such that the resulting representations are highly linearly correlated is appealing in machine learning. In this paper, we present a canonical correlation guided learning framework, which allows…

Machine Learning · Computer Science 2024-10-01 Zhiwen Chen , Siwen Mo , Haobin Ke , Steven X. Ding , Zhaohui Jiang , Chunhua Yang , Weihua Gui

There are two approaches to time series approximate factor models: the static factor model, where the factors are loaded contemporaneously by the common component, and the Generalised Dynamic Factor Model, where the factors are loaded with…

Econometrics · Economics 2025-02-28 Philipp Gersing , Matteo Barigozzi , Christoph Rust , Manfred Deistler

Canonical correlation analysis (CCA) is a technique for finding correlations between different data modalities and learning low-dimensional representations. As fairness becomes crucial in machine learning, fair CCA has gained attention.…

Machine Learning · Computer Science 2025-10-02 Bojian Hou , Zhanliang Wang , Zhuoping Zhou , Boning Tong , Zexuan Wang , Jingxuan Bao , Duy Duong-Tran , Qi Long , Li Shen

We introduce three novel semi-parametric extensions of probabilistic canonical correlation analysis with identifiability guarantees. We consider moment matching techniques for estimation in these models. For that, by drawing explicit links…

Machine Learning · Statistics 2016-06-06 Anastasia Podosinnikova , Francis Bach , Simon Lacoste-Julien

Independent component analysis (ICA) is a method for recovering statistically independent signals from observations of unknown linear combinations of the sources. Some of the most accurate ICA decomposition methods require searching for the…

Machine Learning · Statistics 2016-09-23 Matan Sela , Ron Kimmel

Kernel canonical correlation analysis (KCCA) is a nonlinear multi-view representation learning technique with broad applicability in statistics and machine learning. Although there is a closed-form solution for the KCCA objective, it…

Machine Learning · Computer Science 2016-03-01 Weiran Wang , Karen Livescu

This paper is concerned with the analysis of correlation between two high-dimensional data sets when there are only few correlated signal components but the number of samples is very small, possibly much smaller than the dimensions of the…

Information Theory · Computer Science 2016-04-08 Yang Song , Peter J. Schreier , David Ramirez , Tanuj Hasija

Linking between two data sources is a basic building block in numerous computer vision problems. In this paper, we set to answer a fundamental cognitive question: are prior correspondences necessary for linking between different domains?…

Computer Vision and Pattern Recognition · Computer Science 2018-04-03 Yedid Hoshen , Lior Wolf

In this paper we address the problem of matching sets of vectors embedded in the same input space. We propose an approach which is motivated by canonical correlation analysis (CCA), a statistical technique which has proven successful in a…

Computer Vision and Pattern Recognition · Computer Science 2013-06-11 Ognjen Arandjelovic

We consider the problem of sparse canonical correlation analysis (CCA), i.e., the search for two linear combinations, one for each multivariate, that yield maximum correlation using a specified number of variables. We propose an efficient…

Computation · Statistics 2008-01-18 Ami Wiesel , Mark Kliger , Alfred O. Hero

Classic and deep generalized canonical correlation analysis (GCCA) algorithms seek low-dimensional common representations of data entities from multiple ``views'' (e.g., audio and image) using linear transformations and neural networks,…

Machine Learning · Computer Science 2023-04-05 Sagar Shrestha , Xiao Fu

Canonical correlation analysis (CCA for short) describes the relationship between two sets of variables by finding some linear combinations of these variables that maximizing the correlation coefficient. However, in high-dimensional…

Optimization and Control · Mathematics 2020-03-23 Kangkang Deng , Zheng Peng

We study the problem of acoustic feature learning in the setting where we have access to another (non-acoustic) modality for feature learning but not at test time. We use deep variational canonical correlation analysis (VCCA), a recently…

Computer Vision and Pattern Recognition · Computer Science 2017-09-01 Qingming Tang , Weiran Wang , Karen Livescu

In this paper linear canonical correlation analysis (LCCA) is generalized by applying a structured transform to the joint probability distribution of the considered pair of random vectors, i.e., a transformation of the joint probability…

Methodology · Statistics 2015-06-03 Koby Todros , Alfred O. Hero

Unsupervised two-view learning, or detection of dependencies between two paired data sets, is typically done by some variant of canonical correlation analysis (CCA). CCA searches for a linear projection for each view, such that the…

Machine Learning · Statistics 2016-11-18 Leo Lahti , Samuel Myllykangas , Sakari Knuutila , Samuel Kaski
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