Next:
About this tutorial
Canonical Correlation
a Tutorial
Magnus Borga
About this tutorial
Introduction
Definition
Calculating canonical correlations
Relating topics
The difference between CCA and ordinary correlation analysis
Example:
Relation to mutual information
Relation to other linear subspace methods
Relation to SNR
Equal noise energies
Correlation between a signal and the corrupted signal
Explanations
A note on correlation and covariance matrices
Affine transformations
A piece of information theory
Principal component analysis
Partial least squares
Multivariate linear regression
Signal to noise ratio
Bibliography
About this document ...
Magnus Borga
1999-10-29
