Pattern Discovery in Brain Imaging Genetics via SCCA Modeling with a Generic Non-convex Penalty

Brain imaging genetics intends to uncover associations between genetic markers and neuroimaging quantitative traits. Sparse canonical correlation analysis (SCCA) can discover bi-multivariate associations and select relevant features, and is becoming popular in imaging genetic studies. The L1-norm function is not only convex, but also singular at the origin, which is a necessary condition for sparsity. Thus most SCCA methods impose $${\ell...