Common Information Components Analysis

نویسندگان

چکیده

Wyner’s common information is a measure that quantifies and assesses the commonality between two random variables. Based on this, we introduce novel two-step procedure to construct features from data, referred as Common Information Components Analysis (CICA). The first step can be interpreted an extraction of information. second form back-projection onto original variables, leading extracted features. A free parameter γ controls complexity We establish that, in case Gaussian statistics, CICA precisely reduces Canonical Correlation (CCA), where determines number CCA components are extracted. In this sense, rigorous connection measures CCA, strict generalization latter. It shown has several desirable features, including natural extension beyond just data sets.

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ژورنال

عنوان ژورنال: Entropy

سال: 2021

ISSN: ['1099-4300']

DOI: https://doi.org/10.3390/e23020151