Subspace perspective on canonical correlation analysis: dimension reduction and minimax rates
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Publication:2278668
DOI10.3150/19-BEJ1131zbMath1444.62076arXiv1605.03662OpenAlexW2991028697MaRDI QIDQ2278668
Publication date: 5 December 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.03662
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)
Related Items (4)
Van Trees inequality, group equivariance, and estimation of principal subspaces ⋮ Efficient kernel canonical correlation analysis using Nyström approximation ⋮ Estimation of canonical correlation directions: from Gaussian to sub-Gaussian population ⋮ Subspace perspective on canonical correlation analysis: dimension reduction and minimax rates
Uses Software
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- Discussion
- Multi-view Regression Via Canonical Correlation Analysis
- Perturbation bounds in connection with singular value decomposition
- RELATIONS BETWEEN TWO SETS OF VARIATES
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