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 sparse canonical correlation analysis by adding l1 constraints on the canonical vec…
SWCCA identifies specific subsets of samples for better correlation analysis.
problem Identify specific subsets of samples contributing to correlation between two data matrices.
method Proposes SWCCA with weights to regularize different samples, solves using alternating iterative algorithm.
result Demonstrates effectiveness and superiority over related methods on synthetic and real-world data.
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.
Proposes ℓ0-CCA for sparse CCA with improved representation learning.
problem CCA models break with too many variables, and sparsity is beneficial.
method Sparse CCA with stochastic gates and ℓ0-regularization. result Improves representation learning by gating nuisance variables.
Proposes GCCA for detecting latent relations in multiview data with sparse structures.
problem Sparse CCA limitations for multiple datasets.
method Developed a GCCA algorithm based on distributed alternating iteration approach.
result Demonstrated effectiveness on synthetic and real-world datasets.
Tutorial explains various canonical correlation methods.
problem Analyzing paired sets of variables.
method Regularized, kernel, sparse, and Bayesian CCA.
result Comprehensive overview of canonical correlation methods.
BLOCCS improves sparse CCA for better interpretation of multi-omics data.
problem Improving interpretation of multi-omics data.
method Block Sparse Canonical Correlation Analysis (BLOCCS) using a bi-convex objective and gradient descent.
result BLOCCS provides more interpretable solutions with improved orthogonality of sparse directions.
New method estimates sparse canonical vectors efficiently.
problem Sparse canonical vectors estimation in CCA.
method Quasi-Bayesian estimation via Rayleigh quotient function.
result Achieves minimax rate with low computational cost.
New method for analyzing multiple longitudinal data processes.
problem Exploring associations between multiple random processes observed jointly.
method Functional Generalized Canonical Correlation Analysis (FGCCA) based on multiblock Regularized Generalized Canonical Correlation Analysis (RGCCA).
result FGCCA framework is robust to sparsely and irregularly observed data.
We consider the scenario where one observes an outcome variable and sets of features from multiple assays, all measured on the same set of samples. One approach that has been proposed for dealing with this type of data is ``sparse multiple canonical correlation analysis'' (sparse mCCA). All of the current sparse mCCA t…
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…
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.
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…
Canonical correlation analysis (CCA) is a multivariate statistical technique for finding the linear relationship between two sets of variables. The kernel generalization of CCA named kernel CCA has been proposed to find nonlinear relations between datasets. Despite their wide usage, they have one common limitation that…
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.
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 sparse CCA method finds interpretable associations in multi-view data.
problem Discovering interpretable associations in high-dimensional multi-view data.
method Inspired by sparse PCA, proposed a convex maximization program equivalent to non-convex sparse CCA formulation, using gradient method to reduce search space.
result Proposed two-step algorithm and new sparse CCA variants (Directed Sparse CCA, Multi-View sCCA) for multi-omic studies.
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…
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…
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…
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…
New method solves sparse PCA and CCA with guaranteed convergence.
problem Sparse PCA and CCA for large-scale data analysis.
method Alternating manifold proximal gradient method.
result Unified convergence analysis for the proposed method.
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 high-dimensional, which means that the number of explanatory variables exceeds the sample size…
Study shows structural variability in white matter bundles influences brain network function.
problem Understanding how structural variability in white matter bundles affects brain network function.
method Developed a method to measure local integrity of white matter bundles and used statistical approaches to analyze data.
result Variability in the local connectome correlates with variability in functional brain dynamics.
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.
Proposes ACCA for better alignment of multiple data perspectives.
problem Unclear alignment between multiple data perspectives.
method Iteratively solves alignment and multi-view embedding.
result Improved alignment and embedding of multiple data perspectives.
For multiple multivariate data sets, we derive conditions under which Generalized Canonical Correlation Analysis (GCCA) improves classification performance of the projected datasets, compared to standard Canonical Correlation Analysis (CCA) using only two data sets. We illustrate our theoretical results with simulation…
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.
A new method for real-time CCA on streaming data.
problem Finding correlated features in online data streams.
method Sliding Window Informative Canonical Correlation Analysis (SWICCA) using streaming PCA.
result SWICCA provides real-time CCA components in high dimensions with theoretical guarantees.
A new method estimates conditional canonical correlations using random forests.
problem Estimating relationships between two sets of variables given covariates.
method Random Forest with Canonical Correlation Analysis (RFCCA)
result RFCCA provides accurate canonical correlation estimations and well-controlled Type-1 error.
Paper develops IFTRR to solve sparse generalized eigenvalue problems efficiently.
problem Finding the leading eigenvector with at most k nonzero entries in sparse generalized eigenvalue problems.
method Inverse-free truncated Rayleigh-Ritz method (IFTRR) with a new truncation strategy.
result IFTRR efficiently finds the support set of the leading eigenvector for large scale problems.
D2PCCA integrates deep learning and probabilistic modeling for nonlinear dynamical systems.
problem Analyzing nonlinear dynamical systems with probabilistic understanding.
method Combines deep learning and probabilistic modeling, using KL annealing and normalizing flows.
result Captures latent dynamics in sequential datasets with improved convergence and flexibility.
Deep LSTMs learn correlated representations of time-series data.
problem Learning nonlinear transformations and correlated embeddings of variable-length sequences.
method Use LSTMs to transform multi-view time-series data, then correlate outputs to find a fixed-dimensional representation.
result Deep LSTMs can effectively learn and project correlated representations of time-series data.
Approximate inference via information projection has been recently introduced as a general-purpose approach for efficient probabilistic inference given sparse variables. This manuscript goes beyond classical sparsity by proposing efficient algorithms for approximate inference via information projection that are applica…
New method finds linear relationships across multiple data blocks using proximal gradient descent with ℓ1 constraint.
problem Finding leading generalized eigenvectors for multi-block CCA.
method Proximal gradient descent with ℓ1 constraint. result Rate-optimal solution under suitable assumptions.
Algorithm improves online canonical correlation analysis.
problem Online canonical correlation analysis.
method Stochastic Scaled-Gradient Descent (SSGD) for minimizing expectation over Riemannian manifolds.
result Achieved optimal one-time-scale algorithm with explicit rate of local asymptotic convergence.
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.
Manifold matching works to identify embeddings of multiple disparate data spaces into the same low-dimensional space, where joint inference can be pursued. It is an enabling methodology for fusion and inference from multiple and massive disparate data sources. In this paper we focus on a method called Canonical Correla…
A new model for multiview data analysis using graph autoencoders.
problem Nonlinear multiview canonical correlation analysis for large datasets.
method Variational approach with graph convolutional neural networks.
result Competitive performance on classification, clustering, and recommendation tasks.
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 problem and obtain sparse principal component analysis (PCA), sparse canonical cor…
Paper proposes ICCN to learn correlations between text, audio, and video for multimodal sentiment analysis.
problem Improving multimodal sentiment analysis by learning hidden correlations between text and audio/video features.
method Interaction Canonical Correlation Network (ICCN) using deep canonical correlation analysis (DCCA).
result Empirical results confirm the effectiveness of ICCN in capturing useful information from all three views.
MPPCCA extracts multiple causal relationships from multivariate time series.
problem Extracting multiple causal relationships from multivariate time series data.
method Mixture of probabilistic partial canonical correlation analysis (MPPCCA) combined with an expectation-maximization (EM) algorithm.
result MPPCCA accurately estimates multiple partial canonical correlations in synthetic and real datasets.
This paper provides an overview of CCA-based multi-view learning approaches.
problem Fusing data from different sources or subsets.
method Canonical correlation analysis (CCA) for mapping data onto a common space with maximum correlation.
result Overview of many representative CCA-based multi-view learning approaches.
Sparse generalized eigenvalue problem (GEP) plays a pivotal role in a large family of high-dimensional statistical models, including sparse Fisher's discriminant analysis, canonical correlation analysis, and sufficient dimension reduction. Sparse GEP involves solving a non-convex optimization problem. Most existing met…
Two new methods for analyzing repeated measures data using embeddings into Reproducing Kernel Hilbert Spaces.
problem Analyzing complex data structures with multiple features over time.
method Two generalizations of canonical correlation analysis for repeated measures data using embeddings into Reproducing Kernel Hilbert Spaces.
result Consistency rates for transformation and correlation estimators, relaxing common assumptions.
TGCCA analyzes higher-order tensors using orthogonal rank-R CP decomposition.
problem Handling higher-order structures in multi-block data analysis.
method Tensor Generalized Canonical Correlation Analysis (TGCCA) with orthogonal rank-R CP decomposition.
result TGCCA outperforms state-of-the-art methods on simulated and real data.
ORCCA improves CCA performance with randomized features.
problem Improving CCA performance with randomized features.
method Proposes a task-specific scoring rule for selecting random features in CCA.
result ORCCA outperforms Kernel CCA in expectation.
Canonical correlation analysis (CCA) is a fundamental statistical tool for exploring the correlation structure between two sets of random variables. In this paper, motivated by recent success of applying CCA to learn low dimensional representations of high dimensional objects, we propose to quantify the estimation loss…