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Multivariate Regression Shrinkage and Selection by Canonical Correlation Analysis
Adaptive Lasso Canonical Correlation Analysis Multivariate Regression Selection Consistency
2016/1/20
The problem of regression shrinkage and selection for multivariate regression is considered. The goal is to consistently identify those variables relevant for regression. This is done not only for pre...
Generalized Canonical Correlation Analysis for Disparate Data Fusion
Manifold matching canonical correlation analysis reduced rank regression efficiency,classification
2012/11/22
Manifold matching works to identify embeddings of multiple disparate data spaces into the same low-dimensional space, where joint inference can be pursued. It is an enabling methodology for fusion and...