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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

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

In recent years many sparse linear discriminant analysis methods have been proposed for high-dimensional classification and variable selection. However, most of these proposals focus on binary classification and they are not directly…

Methodology · Statistics 2015-04-23 Qing Mai , Yi Yang , Hui Zou

We present a robust alternative to principal component analysis (PCA) --- called elliptical component analysis (ECA) --- for analyzing high dimensional, elliptically distributed data. ECA estimates the eigenspace of the covariance matrix of…

Machine Learning · Statistics 2016-10-04 Fang Han , Han Liu

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

We consider asymptotically exact inference on the leading canonical correlation directions and strengths between two high dimensional vectors under sparsity restrictions. In this regard, our main contribution is the development of a loss…

Statistics Theory · Mathematics 2022-02-10 Nilanjana Laha , Nathan Huey , Brent Coull , Rajarshi Mukherjee

High dimensional data has introduced challenges that are difficult to address when attempting to implement classical approaches of statistical process control. This has made it a topic of interest for research due in recent years. However,…

Applications · Statistics 2019-04-23 Mohammad Nabhan , Yajun Mei , Jianjun Shi

Canonical correlation analysis is a widely used multivariate statistical technique for exploring the relation between two sets of variables. This paper considers the problem of estimating the leading canonical correlation directions in…

Statistics Theory · Mathematics 2015-10-16 Chao Gao , Zongming Ma , Zhao Ren , Harrison H. Zhou

In this paper, we aim at solving the cardinality constrained high-order portfolio optimization, i.e., mean-variance-skewness-kurtosis model with cardinality constraint (MVSKC). Optimization for the MVSKC model is of great difficulty in two…

Portfolio Management · Quantitative Finance 2021-06-11 Jinxin Wang , Zengde Deng , Taoli Zheng , Anthony Man-Cho So

We consider shared response modeling, a multi-view learning problem where one wants to identify common components from multiple datasets or views. We introduce Shared Independent Component Analysis (ShICA) that models each view as a linear…

Machine Learning · Computer Science 2021-10-27 Hugo Richard , Pierre Ablin , Bertrand Thirion , Alexandre Gramfort , Aapo Hyvärinen

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

We extend multi-way, multivariate ANOVA-type analysis to cases where one covariate is the view, with features of each view coming from different, high-dimensional domains. The different views are assumed to be connected by having paired…

Machine Learning · Statistics 2009-12-17 Ilkka Huopaniemi , Tommi Suvitaival , Janne Nikkilä , Matej Orešič , Samuel Kaski

We explore linear and non-linear dimensionality reduction techniques for statistical inference of parameters in cosmology. Given the importance of compressing the increasingly complex data vectors used in cosmology, we address questions…

Cosmology and Nongalactic Astrophysics · Physics 2025-02-12 Minsu Park , Marco Gatti , Bhuvnesh Jain

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 develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

Optimization and Control · Mathematics 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

Integrative analyses of different high dimensional data types are becoming increasingly popular. Similarly, incorporating prior functional relationships among variables in data analysis has been a topic of increasing interest as it helps…

Methodology · Statistics 2016-06-09 Sandra E. Safo , Shuzhao Li , Qi Long

Canonical correlation analysis (CCA) is a state-of-the-art method for frequency recognition in steady-state visual evoked potential (SSVEP)-based brain-computer interface (BCI) systems. Various extended methods have been developed, and…

Neurons and Cognition · Quantitative Biology 2018-07-03 Yangsong Zhang , Erwei Yin , Fali Li , Yu Zhang , Toshihisa Tanaka , Qibin Zhao , Yan Cui , Peng Xu , Dezhong Yao , Daqing Guo

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

Numeric tabular datasets are the dominant data format in scientific practice, yet large language models lack native mechanisms for representing numeric datasets in a meaningful way across heterogeneous feature spaces. Existing approaches…

Machine Learning · Computer Science 2026-05-29 M. Ross Kunz , John Merickel , Keith Wilson

Canonical Correlation Analysis (CCA) is a method for analyzing pairs of random vectors; it learns a sequence of paired linear transformations such that the resultant canonical variates are maximally correlated within pairs while…

Methodology · Statistics 2023-08-23 Daniel Kessler , Elizaveta Levina