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In this paper, we formulate the Canonical Correlation Analysis (CCA) problem on matrix manifolds. This framework provides a natural way for dealing with matrix constraints and tools for building efficient algorithms even in an adaptive…

Machine Learning · Computer Science 2012-07-03 Florian Yger , Maxime Berar , Gilles Gasso , Alain Rakotomamonjy

The sparse canonical correlation analysis (SCCA) is a bi-multivariate association model that finds sparse linear combinations of two sets of variables that are maximally correlated with each other. In addition to the standard SCCA model, a…

Methodology · Statistics 2020-08-11 Kefei Liu , Qi Long , Li Shen

We propose Cooperative Component Analysis (CoCA), a new method for unsupervised multi-view analysis: it identifies the component that simultaneously captures significant within-view variance and exhibits strong cross-view correlation. The…

Methodology · Statistics 2024-07-25 Daisy Yi Ding , Alden Green , Min Woo Sun , Robert Tibshirani

Regularized Generalized Canonical Correlation Analysis (RGCCA) is a general statistical framework for multi-block data analysis. RGCCA enables deciphering relationships between several sets of variables and subsumes many well-known…

Machine Learning · Statistics 2023-02-13 Fabien Girka , Arnaud Gloaguen , Laurent Le Brusquet , Violetta Zujovic , Arthur Tenenhaus

Independent Component Analysis (ICA) aims to recover independent latent variables from observed mixtures thereof. Causal Representation Learning (CRL) aims instead to infer causally related (thus often statistically dependent) latent…

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

For over a century canonical correlations, variables, and related concepts have been studied across various fields, with contributions dating back to Jordan [1875] and Hotelling [1936]. This text surveys the evolution of canonical…

Methodology · Statistics 2025-11-07 Anna Bykhovskaya , Vadim Gorin

This paper considers the problem of canonical-correlation analysis (CCA) (Hotelling, 1936) and, more broadly, the generalized eigenvector problem for a pair of symmetric matrices. These are two fundamental problems in data analysis and…

Machine Learning · Computer Science 2016-05-30 Rong Ge , Chi Jin , Sham M. Kakade , Praneeth Netrapalli , Aaron Sidford

We consider the problem of identifying the signal shared between two one-dimensional target variables, in the presence of additional multivariate observations. Canonical Correlation Analysis (CCA)-based methods have traditionally been used…

Machine Learning · Computer Science 2023-06-28 Alexander Rakowski , Christoph Lippert

Principal component analysis (PCA) is a well-established tool in machine learning and data processing. The principal axes in PCA were shown to be equivalent to the maximum marginal likelihood estimator of the factor loading matrix in a…

Methodology · Statistics 2019-10-25 Mengyang Gu , Weining Shen

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

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise. The maximum likelihood solution for the model is an eigenvalue problem on the…

Machine Learning · Computer Science 2012-06-22 Alfredo Kalaitzis , Neil Lawrence

Correspondence analysis (CA) is a multivariate statistical tool used to visualize and interpret data dependencies by finding maximally correlated embeddings of pairs of random variables. CA has found applications in fields ranging from…

Machine Learning · Computer Science 2020-07-01 Hsiang Hsu , Salman Salamatian , Flavio P. Calmon

At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Methodology · Statistics 2025-06-06 Romain Valla , Pavlo Mozharovskyi , Florence d'Alché-Buc

Many analyses of multivariate data focus on evaluating the dependence between two sets of variables, rather than the dependence among individual variables within each set. Canonical correlation analysis (CCA) is a classical data analysis…

Methodology · Statistics 2024-04-23 Jordan G. Bryan , Jonathan Niles-Weed , Peter D. Hoff

The pose problem is one of the bottlenecks in automatic face recognition. We argue that one of the diffculties in this problem is the severe misalignment in face images or feature vectors with different poses. In this paper, we propose that…

Computer Vision and Pattern Recognition · Computer Science 2015-07-30 Annan Li , Shiguang Shan , Xilin Chen , Bingpeng Ma , Shuicheng Yan , Wen Gao

Principal component analysis (PCA) is often used for analyzing data in the most diverse areas. In this work, we report an integrated approach to several theoretical and practical aspects of PCA. We start by providing, in an intuitive and…

Computational Engineering, Finance, and Science · Computer Science 2021-06-09 Felipe L. Gewers , Gustavo R. Ferreira , Henrique F. de Arruda , Filipi N. Silva , Cesar H. Comin , Diego R. Amancio , Luciano da F. Costa

Principal component analysis (PCA) is a well-established method commonly used to explore and visualise data. A classical PCA model is the fixed effect model where data are generated as a fixed structure of low rank corrupted by noise. Under…

Methodology · Statistics 2013-05-13 Marie Verbanck , Julie Josse , François Husson

We propose a new technique, Singular Vector Canonical Correlation Analysis (SVCCA), a tool for quickly comparing two representations in a way that is both invariant to affine transform (allowing comparison between different layers and…

Machine Learning · Statistics 2017-11-09 Maithra Raghu , Justin Gilmer , Jason Yosinski , Jascha Sohl-Dickstein

A representative model in integrative analysis of two high-dimensional correlated datasets is to decompose each data matrix into a low-rank common matrix generated by latent factors shared across datasets, a low-rank distinctive matrix…

Machine Learning · Statistics 2022-04-06 Hai Shu , Zhe Qu
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