Efficient canonical correlation analysis with sparsity

DOI10.1214/26-EJS2571MaRDI QIDQ7353714zbMATH OpenFDO

Authors Zixuan Wu, Coralie Rousseau, Elena Tuzhilina, Claire Donnat

Publication date 18 September 2026

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-20/issue-2/Efficient-canonical-correlation-analysis-with-sparsity/10.1214/26-EJS2571.full

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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