Linked Questions

72
votes
4answers
22k views

How to visualize what canonical correlation analysis does (in comparison to what principal component analysis does)?

Canonical correlation analysis (CCA) is a technique related to principal component analysis (PCA). While it is easy to teach PCA or linear regression using a scatter plot (see a few thousand examples ...
20
votes
1answer
11k views

How LDA, a classification technique, also serves as dimensionality reduction technique like PCA

In this article , the author links linear discriminant analysis (LDA) to principal component analysis (PCA). With my limited knowledge, I am not able to follow how LDA can be somewhat similar to PCA. ...
4
votes
1answer
9k views

Using canonical correlation analysis (CCA) to find matches

I have a training dataset of images: X (Visual) and Y (Infrared). Each set has $300$ training examples. I extract feature ...
5
votes
1answer
3k views

Statistical significance in canonical correlation analysis

I do canonical correlation analysis between two multivariate datasets $X$ and $Y$. For each pair of canonical variates (x-y pair) I get the canonical correlation coefficient. How can I test its ...
5
votes
1answer
5k views

Differences between linear and canonical discriminant analyses (LDA and CDA)

I'm using R to try and compare the results of variable chemical compositions, following on from an article I've read. In it, the authors used CDA to do something very similar to what I want to do, ...
7
votes
1answer
1k views

Interpretation of Cramér's V

I am trying to understand the value Cramer's V provides. I found the following sentence (from here): "V may be viewed as the association between two variables as a percentage of their maximum ...
4
votes
1answer
899 views

Canonical correlation analysis with a tiny example and dimensionals

I've tried reading many explanations of CCA, and I don't understand it. For example, on Wikipedia, it refers to two "vectors" $a$ and $b$ such that $\rho = \text{corr}(a^{\top} X, b^{\top} Y)$ is ...
2
votes
1answer
3k views

How to interpret results from Canonical Correlation Analysis (CCA)

I am learning CCA following an example posted here: https://stats.idre.ucla.edu/r/dae/canonical-correlation-analysis/ I have questions regarding on how to interpret the canonical coefficients, ...
4
votes
0answers
961 views

Get canonical loadings (i.e. scores) from weights in r package PMA

I want to perform regularized canonical correlation between two matrices with more variables than observations (same subjects), one of which is very large (~18000 columns). The only r package that ...
4
votes
0answers
563 views

Help explain the “redundancy” of canonical correlation

I am reading a material about canonical correlation and it introduces a concept named "redundancy". I have been puzzled for one day but still could not get a understanding. The following is a screen ...
1
vote
0answers
425 views

Implementing Canonical Correlation Analysis in practice

I'm trying to implement Canonical Correlation Analysis using the Eigen template header c++ library to better my understanding of both the library and the particular statistical technique. So far, the ...
1
vote
1answer
155 views

computation of square root of matrix

I am studying the Canonical correlation analysis(CCA) the formula https://en.wikipedia.org/wiki/Canonical_correlation is involving the -1/2 degree of a matrix. My question is: how can i do the ...
2
votes
0answers
249 views

What's wrong with my solution to canonical correlation analysis (CCA) using the SVD

I am working through the derivations for solving CCA in A Tutorial on Canonical Correlation Methods. Right now, I am trying to solve CCA using SVD (bottom of page 95:7). For completeness, I include ...
1
vote
0answers
164 views

Principal Components, Canonical Correlation and Eigenvalue problems [duplicate]

It is well known that the solution to the optimization problems proposed in Principal Components and Canonical Correlation Analysis are given by the solution to eigenvalue problems and generalized ...
2
votes
0answers
155 views

Algebraic derivation of canonical correlations

In a paper from 1936, Harold Hotelling (access on JSTOR) defined the concepts of canonical correlations and canonical variates for two sets of variates. In pages 327 and 328, he precisely derives ...