Sparse CCA via Precision Adjusted Iterative Thresholding

zbMath1432.62161arXiv1311.6186MaRDI QIDQ5242648

Zhao Ren, Mengjie Chen, Chao Gao, Harrison H. Zhou

Publication date: 12 November 2019

Full work available at URL: https://arxiv.org/abs/1311.6186

zbMATH Keywords

canonical correlation analysisminimax lower boundoptimal convergence ratesparsitysingle canonical pair model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Minimax procedures in statistical decision theory (62C20) Protein sequences, DNA sequences (92D20)

Related Items (7)

Unnamed Item ⋮ Joint association and classification analysis of multi‐view data ⋮ Sparse generalized canonical correlation analysis via linearized Bregman method ⋮ Simultaneous Covariance Inference for Multimodal Integrative Analysis ⋮ D-CCA: A Decomposition-Based Canonical Correlation Analysis for High-Dimensional Datasets ⋮ Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics ⋮ Eigenvector-based sparse canonical correlation analysis: fast computation for estimation of multiple canonical vectors

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