Canonical correlation for stochastic processes
نویسندگان
چکیده
منابع مشابه
Stochastic Processes for Canonical Correlation Analysis
We consider two stochastic process methods for performing canonical correlation analysis (CCA). The first uses a Gaussian Process formulation of regression in which we use the current projection of one data set as the target for the other and then repeat in the opposite direction. The second uses a Dirichlet process of Gaussian models where the Gaussian models are determined by Probabilistic CC...
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We consider several stochastic process methods for performing canonical correlation analysis (CCA). The first uses a Gaussian Process formulation of regression in which we use the current projection of one data set as the target for the other and then repeat in the opposite direction. The second uses a method which relies on probabilistically sphering the data, concatenating the two streams and...
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We study the stochastic optimization of canonical correlation analysis (CCA), whose objective is nonconvex and does not decouple over training samples. Although several stochastic optimization algorithms have been recently proposed to solve this problem, no global convergence guarantee was provided by any of them. Based on the alternating least squares formulation of CCA, we propose a globally ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2008
ISSN: 0304-4149
DOI: 10.1016/j.spa.2007.10.006