Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

Trend · papers per month

2.2%4.3%6.5%8.7% · Jun 201219922001200920172026
48 results for sparse CCA

Given two sets of variables, derived from a common set of samples, sparse Canonical Correlation Analysis (CCA) seeks linear combinations of a small number of variables in each set, such that the induced canonical variables are maximally correlated. Sparse CCA is NP-hard. We propose a novel combinatorial algorithm for s…

2016-05-29abs ↗pdf ↗

Paper proposes ASCCA for sparse CCA with trace Lasso regularization.

problem Sparse CCA in high-dimensional settings with correlated variables.
method Trace Lasso regularization, reformulated to Riemannian manifolds, inexact augmented Lagrangian method.
result Improved stability and interpretation of sparse CCA.

Canonical Correlation Analysis (CCA) is a classical tool for finding correlations among the components of two random vectors. In recent years, CCA has been widely applied to the analysis of genomic data, where it is common for researchers to perform multiple assays on a single set of patient samples. Recent work has pr…

2012-06-18abs ↗pdf ↗

Sparse Canonical Correlation Analysis (CCA) has received considerable attention in high-dimensional data analysis to study the relationship between two sets of random variables. However, there has been remarkably little theoretical statistical foundation on sparse CCA in high-dimensional settings despite active methodo…

2013-11-24abs ↗pdf ↗

Bayesian method improves sparse CCA for multi-view data.

problem Integrative statistical analysis of multi-view high-dimensional data.
method Bayesian infinite factor model with graphical horseshoe prior or diagonal structure to encourage sparsity.
result The proposed Bayesian ScSCCA approach achieves robust estimation of sparse CCA.

Proposes PSCCA for estimating correlations and canonical correlations in sparse count data.

problem Estimating correlations and canonical correlations in sparse count data from next-generation sequencing.
method Probabilistic approach for sparse count data sets (PSCCA).
result PSCCA outperforms other methods in estimating true correlations and canonical correlations at the natural parameter level.

Canonical Correlation Analysis (CCA) is a widely used statistical tool with both well established theory and favorable performance for a wide range of machine learning problems. However, computing CCA for huge datasets can be very slow since it involves implementing QR decomposition or singular value decomposition of h…

2014-07-16abs ↗pdf ↗

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 representation for the first view while having a dual representation for the second view…

2009-08-19abs ↗pdf ↗

New methods integrate nonlinear, sparse, and multi-view aspects for high-dimensional data analysis.

problem Integrating nonlinear dependence, sparsity, and multi-view data in high-dimensional datasets.
method Proposes HSIC-SGCCA, SA-KGCCA, and TS-KGCCA methods for multi-view high-dimensional data analysis.
result HSIC-SGCCA outperforms competing methods in multi-view variable selection.

New method finds linear relationships across multiple data blocks using proximal gradient descent with 1\ell_1 constraint.

problem Finding leading generalized eigenvectors for multi-block CCA.
method Proximal gradient descent with 1\ell_1 constraint.
result Rate-optimal solution under suitable assumptions.

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, problems. Inspired by the sparse PCA approach of Journee et al. (2010), we also s…

2019-09-17abs ↗pdf ↗

Unified CCA methods for large-scale data with fast SGD algorithms.

problem Computational infeasibility of classical CCA methods for large-scale data.
method Unconstrained objective, stochastic gradient descent (SGD) algorithms.
result Significantly faster convergence and higher correlations than previous methods.

Canonical Correlation Analysis (CCA) is widely used for multimodal data analysis and, more recently, for discriminative tasks such as multi-view learning; however, it makes no use of class labels. Recent CCA methods have started to address this weakness but are limited in that they do not simultaneously optimize the CC…

2019-07-17abs ↗pdf ↗

Canonical correlation analysis (CCA) is a popular technique for learning representations that are maximally correlated across multiple views in data. In this paper, we extend the CCA based framework for learning a multiview mixture model. We show that the proposed model and a set of simple heuristics yield improvements…

2019-12-30abs ↗pdf ↗

Given two data matrices XX and YY, sparse canonical correlation analysis (SCCA) is to seek two sparse canonical vectors uu and vv to maximize the correlation between XuXu and YvYv. However, classical and sparse CCA models consider the contribution of all the samples of data matrices and thus cannot identify an unde…

2017-10-13abs ↗pdf ↗

Sparse GCA finds linear relationships in multiple datasets, using gradient descent.

problem Finding linear relationships across multiple datasets with sparse loading vectors.
method Formulated as generalized eigenvalue problems, used a thresholded gradient descent algorithm.
result Proposed algorithm yields tight estimation error bounds and demonstrates effectiveness on synthetic datasets.

We present an extension of sparse Canonical Correlation Analysis (CCA) designed for finding multiple-to-multiple linear correlations within a single set of variables. Unlike CCA, which finds correlations between two sets of data where the rows are matched exactly but the columns represent separate sets of variables, th…

2015-11-19abs ↗pdf ↗

Canonical correlation analysis (CCA) is a classical representation learning technique for finding correlated variables in multi-view data. Several nonlinear extensions of the original linear CCA have been proposed, including kernel and deep neural network methods. These approaches seek maximally correlated projections …

2015-11-16abs ↗pdf ↗

Canonical Correlation Analysis (CCA) is a classic technique for multi-view data analysis. To overcome the deficiency of linear correlation in practical multi-view learning tasks, various CCA variants were proposed to capture nonlinear dependency. However, it is non-trivial to have an in-principle understanding of these…

2019-07-04abs ↗pdf ↗

Recent work has sought to understand the behavior of neural networks by comparing representations between layers and between different trained models. We examine methods for comparing neural network representations based on canonical correlation analysis (CCA). We show that CCA belongs to a family of statistics for mea…

2019-05-01abs ↗pdf ↗

Graph Canonical Correlation Analysis improves CCA for multiomics datasets.

problem Limited ability of conventional CCA methods to incorporate structured patterns in cross-correlation matrices.
method Graph Canonical Correlation Analysis (gCCA) calculates canonical correlations based on the graph structure of cross-correlation matrices.
result gCCA outperforms competing CCA methods in simulations and multiomics dataset analysis.

Method embeds numeric tabular datasets into a shared vector space for similarity and retrieval.

problem Lack of meaningful representation for numeric tabular datasets in large language models.
method Structured exploratory data analysis descriptors, sentence transformer embedding, CCA for cross-dataset alignment.
result Total P@1 score of 0.9 across 15 datasets, robust nearest-neighbor retrieval and cluster structure.

A new method scales CCA parameters by input to learn more correlated representations.

problem Limitation of conventional CCA models in learning highly correlated representations.
method Introduces a dynamic scaling method for training input-dependent canonical correlation models.
result Learned representations are more correlated and retrieval results are preferable.

Biological neural network mimics CCA for multi-channel data.

problem Implementing CCA in a biologically plausible neural network.
method Derive an online CCA algorithm with local synaptic updates for multi-compartmental neurons.
result The derived neural network architecture and synaptic updates resemble cortical pyramidal neuron behavior.

Canonical correlation analysis (CCA) is a powerful technique for discovering whether or not hidden sources are commonly present in two (or more) datasets. Its well-appreciated merits include dimensionality reduction, clustering, classification, feature selection, and data fusion. The standard CCA however, does not expl…

2018-03-27abs ↗pdf ↗

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 setting. Finally, an adaptive CCA algorithm is proposed and applied to a change dete…

2012-06-27abs ↗pdf ↗