- Author
- Krzyśko Mirosław (Adam Mickiewicz University in Poznań, Poland), Waszak Łukasz (Adam Mickiewicz University in Poznań, Poland)
- Title
- Methods of Representation for Kernel Canonical Correlation Analysis
- Source
- Statistics in Transition, 2012, vol. 13, nr 2, s. 301-310, bibliogr. 5 poz.
- Keyword
- Analiza korelacji, Przestrzeń Hilberta, Metody statystyczne
Correlation analysis, Hilbert Spaces, Statistical methods - Note
- Materiały z Kongresu Statystyki Polskiej: The 100th Anniversary of the Polish Statistical Association, 2012.
summ. - Abstract
- Classical canonical correlation analysis seeks the associations between two data sets, i.e. it searches for linear combinations of the original variables having maximal correlation. Our task is to maximize this correlation. This problem is equivalent to solving the generalized eigenvalue problem. The maximal correlation coefficient (being a solution of this problem) is the first canonical correlation coefficient. In this paper we construct nonlinear canonical correlation analysis in reproducing kernel Hilbert spaces. The new kernel generalized eigenvalue problem always has the solution equal to one, and this is a typical case of over-fitting. We present methods to solve this problem and compare the results obtained by classical and kernel canonical correlation analysis. (original abstract)
- Accessibility
- The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics - Full text
- Show
- Bibliography
-
- ARONSZAJN, N. (1950): Theory of reproducing kernels, Transactions of the American Mathematical Society 68, 337-404.
- HARDLE, W., SIMAR, L. (2007): Applied Multivariate Statistical Analysis, Springer, 321-330 and 434-435.
- HOTELLING, H. (1936): Relation between two sets of variates, Biometrika 28, 321-377.
- PREDA, C. (2006): Regression models for functional data by reproducing kernel Hilbert spaces methods, Journal of Statistical Planning and Inference 137, 831.
- ZHENG, W., ZHOU, X., ZOU, C., ZHAO L. (2006): Facial Expression Recognition Using Kernel Canonical Correlation Analysis, IEEE Transaction on Neural Networks 17(1), 233.
- Cited by
- ISSN
- 1234-7655
- Language
- eng
