Towards the global solution of the maximal correlation problem

DOI10.1007/s10898-010-9536-6zbMath1208.90130OpenAlexW2085318817MaRDI QIDQ620525

Li-Zhi Liao, Lei-Hong Zhang, Li-Ming Sun

Publication date: 19 January 2011

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-010-9536-6

zbMATH Keywords

multivariate statisticsGauss-Seidel methodpower methodcanonical correlationglobal maximizermultivariate eigenvalue problemnonnegative irreducible matrix

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Quadratic programming (90C20)

Related Items (6)

Riemannian Trust-Region Method for the Maximal Correlation Problem ⋮ On convergence of iterative methods for maximal correlation problems ⋮ An alternating variable method for the maximal correlation problem ⋮ Picture of all solutions of successive 2-block maxbet problems ⋮ Tensor maximal correlation problems ⋮ A SOR-like AVM for the maximal correlation problem

Cites Work

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• Relations among \(m\) sets of measures
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• Global optimality of the successive Maxbet algorithm
• Continuous methods for extreme and interior eigenvalue problems
• On a Multivariate Eigenvalue Problem, Part I: Algebraic Theory and a Power Method
• Applied Multivariate Analysis
• Canonical analysis of several sets of variables
• RELATIONS BETWEEN TWO SETS OF VARIATES

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