Sparse CCA via Precision Adjusted Iterative Thresholding
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Publication:5242648
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
canonical correlation analysis; minimax lower bound; optimal convergence rate; sparsity; single canonical pair model
62H12: Estimation in multivariate analysis
62P10: Applications of statistics to biology and medical sciences; meta analysis
62H20: Measures of association (correlation, canonical correlation, etc.)
62C20: Minimax procedures in statistical decision theory
92D20: Protein sequences, DNA sequences
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