{"doi":"10.1093/imaiai/iaad040","title":"On statistical inference with high-dimensional sparse CCA","abstract":"We consider asymptotically exact inference on the leading canonical correlation directions and strengths between two high-dimensional vectors under sparsity restrictions. In this regard, our main contribution is developing a novel representation of the Canonical Correlation Analysis problem, based on which one can operationalize a one-step bias correction on reasonable initial estimators. Our analytic results in this regard are adaptive over suitable structural restrictions of the high-dimensional nuisance parameters, which, in this set-up, correspond to the covariance matrices of the variables of interest. We further supplement the theoretical guarantees behind our procedures with extensive numerical studies.","journal":"Information and Inference A Journal of the IMA","year":2023,"id":387358,"datarank":0.0,"base_score":0.0,"endowment":0.0,"self_citation_contribution":0.0,"citation_network_contribution":0.0,"self_endowment_contribution":0.0,"citer_contribution":0.0,"corpus_percentile":null,"corpus_rank":null,"citation_count":2,"citer_count":0,"citers_with_citation_signal":0,"citers_with_endowment":0,"datacite_reuse_total":0,"is_dataset":false,"is_dataset_confidence":0.9513,"is_data_producer":false,"deposit_databanks":null,"is_oa":true,"file_count":0,"downloads":0,"has_version_chain":false,"published_date":"2023-01-01","fair_score":null,"fair_percentile":null,"algorithm_id":"datarank_citation_only_1hop_v6","ranking_scope":"data_only","authors":[{"id":1156509,"name":"Nathan Huey","orcid":null,"position":1,"is_corresponding":false},{"id":94039,"name":"Brent A. Coull","orcid":"0000-0002-1808-4156","position":2,"is_corresponding":false},{"id":533082,"name":"Rajarshi Mukherjee","orcid":"0000-0002-5761-8958","position":3,"is_corresponding":false},{"id":973197,"name":"Nilanjana Laha","orcid":"0000-0002-1335-2422","position":0,"is_corresponding":true}],"reference_count":109,"raw_metadata":null,"created_at":"2026-07-19T01:18:04.706547Z","pmid":"37982049","pmcid":null,"fwci":null,"citation_percentile":null,"influential_citations":0,"oa_status":null,"license":null,"views":0,"total_file_size_bytes":0,"version_count":0,"fair_f":null,"fair_a":null,"fair_i":null,"fair_r":null,"fair_zscore":null,"fair_rationale":null,"fair_model":null,"fair_agent_version":null,"fair_fulltext_source":null,"fair_has_llm":null,"fair_computed_at":null,"clinical_trials":[],"software_tools":[],"db_accessions":[],"linked_datasets":[],"topics":[]}