论文信息 - A Probabilistic Interpretation of Canonical Correlation Analysis

A Probabilistic Interpretation of Canonical Correlation Analysis

We give a probabilistic interpretation of canonical correlation (CCA) analysis as a latent variable model for two Gaussian random vectors. Our interpretation is similar to the probabilistic interpretation of principal component analysis (Tipping and Bishop, 1999, Roweis, 1998). In addition, we cast Fisher linear discriminant analysis (LDA) within the CCA framework.

Michael I. Jordan | F. Bach

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