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arXiv · 1206.6453

Adaptive Canonical Correlation Analysis Based On Matrix Manifolds

Florian Yger·Maxime Berar·Gilles Gasso·Alain Rakotomamonjy
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Abstract

In this paper, we formulate the Canonical Correlation Analysis (CCA) problem on matrix manifolds. This framework provides a natural way for dealing with matrix constraints and tools for building efficient algorithms even in an adaptive setting. Finally, an adaptive CCA algorithm is proposed and applied to a change detection problem in EEG signals.

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Florian Yger, Maxime Berar, Gilles Gasso, Alain Rakotomamonjy. 2012-06-27. Adaptive Canonical Correlation Analysis Based On Matrix Manifolds. https://arxiv.org/abs/1206.6453

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