Canonical Correlation Analysis (CCA)

  • Measuring the linear relationship between two multi dimensional variables
  • Finding two sets of basis vectors such that the correlation between the projections of the variables onto these basis vectors is maximized
  • Ordinary correlation analysis is dependent on the coordinate system in which the variables are described. This means that even if there is a very strong linear relationship between two multidimensional signals, this relationship may not be visible in a ordinary correlation analysis if one coordinate system is used, while in another coordinate system this linear relationship would give a very high correlation.
 
public/canonical_correlation_analysis_cca.txt · Last modified: 2014/01/06 19:01 (external edit) · []
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