Introduction Concepts of correlation and regression may be applied not only to ordinary one-dimensional variates but also to variates of two or more dimensions. This is the first sentence from the paper “Relations Between Two Sets of Variates” (Hotelling 1936) by statistician and economist Harold Hotelling. This paper introduced Canonical Correlation Analysis (CCA). In modern terminology, “CCA is used to find a common signal among two large matrices” (Bykhovskaya and Gorin 2025). In JEPA, the...