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Generalized canonical correlation analysis for classification

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  • Shen, Cencheng
  • Sun, Ming
  • Tang, Minh
  • Priebe, Carey E.

Abstract

For multiple multivariate datasets, we derive conditions under which Generalized Canonical Correlation Analysis improves classification performance of the projected datasets, compared to standard Canonical Correlation Analysis using only two data sets. We illustrate our theoretical results with simulations and a real data experiment.

Suggested Citation

  • Shen, Cencheng & Sun, Ming & Tang, Minh & Priebe, Carey E., 2014. "Generalized canonical correlation analysis for classification," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 310-322.
  • Handle: RePEc:eee:jmvana:v:130:y:2014:i:c:p:310-322
    DOI: 10.1016/j.jmva.2014.05.011
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    References listed on IDEAS

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    1. Michel Tenenhaus & Arthur Tenenhaus, 2011. "Regularized Generalized Canonical Correlation Analysis," Post-Print hal-00609220, HAL.
    2. Heungsun Hwang & Kwanghee Jung & Yoshio Takane & Todd Woodward, 2012. "Functional Multiple-Set Canonical Correlation Analysis," Psychometrika, Springer;The Psychometric Society, vol. 77(1), pages 48-64, January.
    3. Li, Baibing & Martin, Elaine B. & Morris, A. Julian, 2002. "On principal component analysis in L1," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 471-474, September.
    4. Zhu, Mu & Ghodsi, Ali, 2006. "Automatic dimensionality selection from the scree plot via the use of profile likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 918-930, November.
    5. He, Guozhong & Müller, Hans-Georg & Wang, Jane-Ling, 2003. "Functional canonical analysis for square integrable stochastic processes," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 54-77, April.
    6. Michel Tenenhaus, 2011. "Regularized generalized canonical correlation analysis," Post-Print hal-00578321, HAL.
    7. Warren Torgerson, 1952. "Multidimensional scaling: I. Theory and method," Psychometrika, Springer;The Psychometric Society, vol. 17(4), pages 401-419, December.
    8. Arthur Tenenhaus & Michel Tenenhaus, 2011. "Regularized Generalized Canonical Correlation Analysis," Psychometrika, Springer;The Psychometric Society, vol. 76(2), pages 257-284, April.
    9. Scott Deerwester & Susan T. Dumais & George W. Furnas & Thomas K. Landauer & Richard Harshman, 1990. "Indexing by latent semantic analysis," Journal of the American Society for Information Science, Association for Information Science & Technology, vol. 41(6), pages 391-407, September.
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    Cited by:

    1. Donniell E. Fishkind & Cencheng Shen & Youngser Park & Carey E. Priebe, 2016. "On the Incommensurability Phenomenon," Journal of Classification, Springer;The Classification Society, vol. 33(2), pages 185-209, July.

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