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Related papers: On Sparse Canonical Correlation Analysis

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Sparse PCA is the optimization problem obtained from PCA by adding a sparsity constraint on the principal components. Sparse PCA is NP-hard and hard to approximate even in the single-component case. In this paper we settle the computational…

Machine Learning · Computer Science 2022-01-10 Alberto Del Pia

Sparse PCA is one of the most well-studied problems in high-dimensional statistics. In this problem, we are given samples from a distribution with covariance $\Sigma$, whose top eigenvector $v \in R^d$ is $s$-sparse. Existing sparse PCA…

Machine Learning · Statistics 2026-03-04 Syamantak Kumar , Purnamrita Sarkar , Kevin Tian , Peiyuan Zhang

Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…

Methodology · Statistics 2025-10-07 Jan O. Bauer

Multi-view learning (MVL) is a strategy for fusing data from different sources or subsets. Canonical correlation analysis (CCA) is very important in MVL, whose main idea is to map data from different views onto a common space with maximum…

Machine Learning · Computer Science 2021-05-04 Chenfeng Guo , Dongrui Wu

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

Canonical correlation analysis was proposed by Hotelling [6] and it measures linear relationship between two multidimensional variables. In high dimensional setting, the classical canonical correlation analysis breaks down. We propose a…

Machine Learning · Statistics 2017-06-06 Xiaotong Suo , Victor Minden , Bradley Nelson , Robert Tibshirani , Michael Saunders

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

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

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

In this paper, we consider the sparse eigenvalue problem wherein the goal is to obtain a sparse solution to the generalized eigenvalue problem. We achieve this by constraining the cardinality of the solution to the generalized eigenvalue…

Machine Learning · Statistics 2009-10-13 Bharath Sriperumbudur , David Torres , Gert Lanckriet

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 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

Describing the dimension reduction (DR) techniques by means of probabilistic models has recently been given special attention. Probabilistic models, in addition to a better interpretability of the DR methods, provide a framework for further…

Computer Vision and Pattern Recognition · Computer Science 2020-05-12 Mehran Safayani , Saeid Momenzadeh

It is well-known that the statistical performance of Lasso can suffer significantly when the covariates of interest have strong correlations. In particular, the prediction error of Lasso becomes much worse than computationally inefficient…

Machine Learning · Statistics 2024-02-26 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

Recent advances in citation recommendation have improved accuracy by leveraging multi-view representation learning to integrate the various modalities present in scholarly documents. However, effectively combining multiple data views…

Information Retrieval · Computer Science 2025-07-24 Conor McNamara , Effirul Ramlan

In this paper, we introduce Functional Generalized Canonical Correlation Analysis (FGCCA), a new framework for exploring associations between multiple random processes observed jointly. The framework is based on the multiblock Regularized…

Methodology · Statistics 2023-10-12 Lucas Sort , Laurent Le Brusquet , Arthur Tenenhaus

Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

Recent developments in regularized Canonical Correlation Analysis (CCA) promise powerful methods for high-dimensional, multiview data analysis. However, justifying the structural assumptions behind many popular approaches remains a…

Methodology · Statistics 2025-11-18 Lennie Wells , Kumar Thurimella , Sergio Bacallado

Sparse PCA provides a linear combination of small number of features that maximizes variance across data. Although Sparse PCA has apparent advantages compared to PCA, such as better interpretability, it is generally thought to be…

Machine Learning · Statistics 2012-10-29 Youwei Zhang , Laurent El Ghaoui

Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…

Applications · Statistics 2025-06-25 Theodosios Papazoglou , Guosheng Yin
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