Sparse CCA: Adaptive estimation and computational barriers
نویسندگان
چکیده
منابع مشابه
Sparse CCA: Adaptive Estimation and Computational Barriers
Canonical correlation analysis (CCA) is a classical and important multivariate technique for exploring the relationship between two sets of variables. It has applications in many fields including genomics and imaging, to extract meaningful features as well as to use the features for subsequent analysis. This paper considers adaptive and computationally tractable estimation of leading sparse can...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2017
ISSN: 0090-5364
DOI: 10.1214/16-aos1519