scholarly journals Orthonormal Canonical Correlation Analysis

2021 ◽  
Vol 2 (1) ◽  
pp. 24-36
Author(s):  
Stan Lipovetsky

Abstract Complex managerial problems are usually described by datasets with multiple variables, and in lack of a theoretical model, the data structures can be found by special multivariate statistical techniques. For two datasets, the canonical correlation analysis and its robust version are known as good working research tools. This paper presents their further development via the orthonormal approximation of data matrices which corresponds to using singular value decomposition in the canonical correlations. The features of the new method are described and applications considered. This type of multivariate analysis is useful for solving various practical problems of applied statistics requiring operating with two data sets, and can be helpful in managerial estimations and decision making.

2013 ◽  
Vol 50 (2) ◽  
pp. 95-105 ◽  
Author(s):  
Mirosław Krzyśko ◽  
Łukasz Waszak

Summary 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, and is equivalent to solving a generalized eigenvalue problem. The maximal correlation coefficient (being a solution of this problem) is the first canonical correlation coefficient. In this paper we propose a new method of constructing canonical correlations and canonical variables for a pair of stochastic processes represented by a finite number of orthonormal basis functions.


2017 ◽  
Vol 5 (325) ◽  
Author(s):  
Mirosław Krzyśko ◽  
Łukasz Waszak

Canonical correlation methods for data representing functions or curves have received much attention in recent years. Such data, known in the literature as functional data (Ramsay and Silverman, 2005), has been the subject of much recent research interest. Examples of functional data can be found in several application domains, such as medicine, economics, meteorology and many others. Unfortunately, the multivariate data canonical correlation methods cannot be used directly for functional data, because of the problem of dimensionality and difficulty in taking into account the correlation and order of functional data. The problem of constructing canonical correlations and canonical variables for functional data was addressed by Leurgans et al. (1993), and further developments were made by Ramsay and Silverman (2005). In this paper we propose a new method of constructing canonical correlations and canonical variables for functional data.


1972 ◽  
Vol 9 (2) ◽  
pp. 187-192 ◽  
Author(s):  
Mark I. Alpert ◽  
Robert A. Peterson

Canonical correlation analysis has been increasingly applied to marketing problems. This article presents some suggestions for interpreting canonical correlations, particularly for avoiding overstatement of the shared variation between sets of independent variables and for explicating relationships among variables within each set.


2017 ◽  
Vol 29 (10) ◽  
pp. 2825-2859 ◽  
Author(s):  
Jia Cai ◽  
Hongwei Sun

Canonical correlation analysis (CCA) is a useful tool in detecting the latent relationship between two sets of multivariate variables. In theoretical analysis of CCA, a regularization technique is utilized to investigate the consistency of its analysis. This letter addresses the consistency property of CCA from a least squares view. We construct a constrained empirical risk minimization framework of CCA and apply a two-stage randomized Kaczmarz method to solve it. In the first stage, we remove the noise, and in the second stage, we compute the canonical weight vectors. Rigorous theoretical consistency is addressed. The statistical consistency of this novel scenario is extended to the kernel version of it. Moreover, experiments on both synthetic and real-world data sets demonstrate the effectiveness and efficiency of the proposed algorithms.


2011 ◽  
Vol 18 (3) ◽  
pp. 399-436
Author(s):  
SAMI VIRPIOJA ◽  
MARI-SANNA PAUKKERI ◽  
ABHISHEK TRIPATHI ◽  
TIINA LINDH-KNUUTILA ◽  
KRISTA LAGUS

AbstractVector space models are used in language processing applications for calculating semantic similarities of words or documents. The vector spaces are generated with feature extraction methods for text data. However, evaluation of the feature extraction methods may be difficult. Indirect evaluation in an application is often time-consuming and the results may not generalize to other applications, whereas direct evaluations that measure the amount of captured semantic information usually require human evaluators or annotated data sets. We propose a novel direct evaluation method based on canonical correlation analysis (CCA), the classical method for finding linear relationship between two data sets. In our setting, the two sets are parallel text documents in two languages. A good feature extraction method should provide representations that reflect the semantic content of the documents. Assuming that the underlying semantic content is independent of the language, we can study feature extraction methods that capture the content best by measuring dependence between the representations of a document and its translation. In the case of CCA, the applied measure of dependence is correlation. The evaluation method is based on unsupervised learning, it is language- and domain-independent, and it does not require additional resources besides a parallel corpus. In this paper, we demonstrate the evaluation method on a sentence-aligned parallel corpus. The method is validated by showing that the obtained results with bag-of-words representations are intuitive and agree well with the previous findings. Moreover, we examine the performance of the proposed evaluation method with indirect evaluation methods in simple sentence matching tasks, and a quantitative manual evaluation of word translations. The results of the proposed method correlate well with the results of the indirect and manual evaluations.


2015 ◽  
Vol 32 (11) ◽  
pp. 2130-2146 ◽  
Author(s):  
Clarence O. Collins ◽  
C. Linwood Vincent ◽  
Hans C. Graber

AbstractOcean wave spectra are complex. Because of this complexity, no widely accepted method has been developed for the comparison between two sets of paired wave spectra. A method for intercomparing wave spectra is developed based on an example paradigm of the comparison of model spectra to observed spectra. Canonical correlation analysis (CCA) is used to investigate the correlation structure of the matrix of spectral correlations. The set of N ranked canonical correlations developed through CCA (here termed the r-sequence) is shown to be an effective method for understanding the degree of correlation between sets of paired spectral observation. A standard method for intercomparing sets of wave spectra based on CCA is then described. The method is elucidated through analyses of synthetic and real spectra that span a range of correlation from random to almost equal.


2011 ◽  
Vol 50 (No. 4) ◽  
pp. 163-168 ◽  
Author(s):  
Y. Akbaş ◽  
Ç. Takma

In this study, canonical correlation analysis was applied to layer data to estimate the relationships of egg production with age at sexual maturity, body weight and egg weight. For this purpose, it was designed to evaluate the relationship between two sets of variables of laying hens: egg numbers at three different periods as the first set of variables (Y) and age at sexual maturity, body weight, egg weight as the second set of variables (X) by using canonical correlation analysis. Estimated canonical correlations between the first and the second pair of canonical variates were significant (P < 0.01). Canonical weights and loadings from canonical correlation analysis indicated that age at sexual maturity had the largest contribution as compared with body weight and egg weight to variation of the number of egg productions at three different periods.  


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