Canonical correlation analysis based on information theory

DOI10.1016/S0047-259X(03)00129-5zbMath1058.62049MaRDI QIDQ1888327

Xiangrong Yin

Publication date: 23 November 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Canonical correlation analysisMultivariate analysisMutual informationPermutation test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical aspects of information-theoretic topics (62B10)

Related Items (12)

Non-linear canonical correlation analysis using alpha-beta divergence ⋮ A unified approach to sufficient dimension reduction ⋮ Canonical correlation for principal components of time series ⋮ Robust multivariate association and dimension reduction using density divergences ⋮ A unified approach to constructing correlation coefficients between random variables ⋮ Canonical dependency analysis based on squared-loss mutual information ⋮ Development of a canonical correlation model involving non linearity and asymmetric variables ⋮ Sufficient dimension reduction via distance covariance with multivariate responses ⋮ The dual central subspaces in dimension reduction ⋮ A practical propagation path identification scheme for quality-related faults based on nonlinear dynamic latent variable model and partitioned Bayesian network ⋮ Multivariate Association and Dimension Reduction: A Generalization of Canonical Correlation Analysis ⋮ Machine learning with squared-loss mutual information

Uses Software

• bootstrap
• bootlib

Cites Work

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• Non-linear canonical correlation†
• Common Canonical Variates in κ Independent Groups
• Common canonical variates
• On Non-Parametric Estimates of Density Functions and Regression Curves
• On Strong Consistency of Density Estimates
• Estimation of a Probability Density Function and Its Derivatives
• Canonical analysis of several sets of variables
• RELATIONS BETWEEN TWO SETS OF VARIATES
• TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS

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