Non-Linear Canonical Correlation Analysis Using Alpha-Beta Divergence

We propose a generalized method of the canonical correlation analysis using Alpha-Beta divergence, called AB-canonical analysis (ABCA). From observations of two random variables, x ∈ RP and y ∈ RQ, ABCA finds directions, wx ∈ RP and wy ∈ RQ, such that the AB-divergence between the joint distribution...

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Bibliographic Details
Main Authors: Andrzej Cichocki, Abhijit Mandal
Format: Article
Language:English
Published: MDPI AG 2013-07-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/15/7/2788