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Nonlinear Canonical Correlation Analysis with Simulated Annealing Solution

In: Computing Science and Statistics

Author

Listed:
  • Sheng G. Shi

    (Oakland University, Department of Mathematical Sciences)

  • Winson Taam

    (Oakland University, Department of Mathematical Sciences)

Abstract

An exploratory tool is introduced to examine potential nonlinear relationship between two sets of variables, X and Y, in a sample of multivariate data. Simulated annealing is applied to find canonical coefficient vectors a and b such that a squared nonlinear correlation between a’X and b’Y is maximized. A measure of nonlinear correlation is developed for this optimization which utilizes a nearest-neighbor regression estimate for the unknown functional relationship. In addition to examining potential relation between the canonical variables, this method can identify important variables in each set.

Suggested Citation

  • Sheng G. Shi & Winson Taam, 1992. "Nonlinear Canonical Correlation Analysis with Simulated Annealing Solution," Springer Books, in: Connie Page & Raoul LePage (ed.), Computing Science and Statistics, pages 514-518, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4612-2856-1_90
    DOI: 10.1007/978-1-4612-2856-1_90
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