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Canonical correlation analysis 1 NCI-60 microRNA expression data 1 Regularization 1 Regularized canonical correlation 1 Shrinkage of covariance matrix 1
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Cruz-Cano, Raul 1 Lee, Mei-Ling Ting 1
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Computational Statistics & Data Analysis 1
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Fast regularized canonical correlation analysis
Cruz-Cano, Raul; Lee, Mei-Ling Ting - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 88-100
Canonical correlation analysis is a popular statistical method for the study of the correlations between two sets of variables. Finding the canonical correlations between these datasets requires the inversion of their corresponding sample correlation matrices. When the number of variables is...
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