A Probabilistic Interpretation of Canonical Correlation Analysis
نویسندگان
چکیده
We give a probabilistic interpretation of canonical correlation (CCA) analysis as a latent variable model for two Gaussian random vectors. Our interpretation is similar to the probabilistic interpretation of principal component analysis (Tipping and Bishop, 1999, Roweis, 1998). In addition, we can interpret Fisher linear discriminant analysis (LDA) as CCA between appropriately defined vectors.
منابع مشابه
Sparsification of Probabilistic Canonical Correlation Analysis
We have recently developed several ways of performing Canonical Correlation Analysis [1, 5, 7, 4] with probabilistic methods rather than the standard statistical tools. However, the computational demands of training such methods scales with the square of the number of samples, making these methods uncompetitive with e.g. artificial neural network methods [3, 2]. In this paper, we examine a rece...
متن کاملCanonical Analysis of the Relationship between Components of Professional Ethics and Dimensions of Social Responsibility
Background: Today, professional ethics and social responsibility play an important role in organizations. This study aimed canonical analysis of the relationship between components of professional ethics and social responsibility dimensions among the first high school teachers in the Naghadeh province. Method: This study, in terms of purpose is application, and in terms of data collec...
متن کاملMatrix-Variate Probabilistic Model for Canonical Correlation Analysis
Motivated by the fact that in computer vision data samples are matrices, in this paper, we propose a matrix-variate probabilistic model for canonical correlation analysis (CCA). Unlike probabilistic CCA which converts the image samples into the vectors, our method uses the original image matrices for data representation. We show that the maximum likelihood parameter estimation of the model lead...
متن کاملThe canonical correlation between Contingencies self-worth and adjustment of students
This research aimed at studying the canonical correlation between Contingencies self-worth (Family support, Competition, Appearance, God’s love, Academic competence, Virtue, Approval from others) with adjustment (emotional, Social and academic). In order of this research, 221 university students were selected by random ratio sampling method (1272 cases). Data was gathered through contingencies ...
متن کاملProbabilistic Partial Canonical Correlation Analysis
Partial canonical correlation analysis (partial CCA) is a statistical method that estimates a pair of linear projections onto a low dimensional space, where the correlation between two multidimensional variables is maximized after eliminating the influence of a third variable. Partial CCA is known to be closely related to a causality measure between two time series. However, partial CCA require...
متن کامل