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Results for canonical correlation analysis
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2 votes
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Algorithm for optimal grouping for canonical correlation analysis?

In Canonical Correlation Analysis (CCA), we have two sets of column vectors $X = \{x_1, x_2 ... x_n \}$ and $Y = \{y_1, y_2 ... y_n \}$ and find the linear combinations of each set, says $a = \Sigma_i … a_ix_i$ and $b = \Sigma_i b_iy_i$ such that $a$ and $b$ has the maximal correlation. …
Marr Gia's user avatar
1 vote
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Second moment of cos(x,y) for Normal x,y?

$cos\theta$ is known as the canonical correlation between $X_1,X_2$ since we know their joint distribution $(X_1,X_2)$ from independence. … "The general canonical correlation distribution." The Annals of Mathematical Statistics (1947): 1-17.http://projecteuclid.org/download/pdf_1/euclid.aoms/1177730488 [Hsu]Hsu, P. L. …
Henry.L's user avatar
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7 votes

Pseudonyms of famous mathematicians

the Department of Data Theory at the University of Leiden who devised a system of nonlinear multivariate analysis that extends various techniques, such as principal components analysis and canonical correlationanalysis
5 votes
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160 views

reference for perturbation of projection result

I believe that this result is established by Golub and Zha in the course of their proof of Theorem 3.6 in "Perturbation Analysis of the Canonical Correlations of Matrix Pairs," but in a manner that's too …
AatG's user avatar
  • 922
1 vote

Statistical Data Analysis

To see this, try CCA (Canonical Correlation Analysis): the linear version computes two linear transforms of the input spaces, such that the transformed data are maximally correlated. … I suspect from your data that the maximum correlation you will get is no more that 0.7-0.8. …
Marin F.'s user avatar