A randomized exponential canonical correlation analysis method for data analysis and dimensionality reduction

DOI10.1016/j.apnum.2020.09.013zbMath1478.62148OpenAlexW3088691537WikidataQ115586438 ScholiaQ115586438MaRDI QIDQ1995941

Fei Li, Gang Wu

Publication date: 2 March 2021

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2020.09.013

zbMATH Keywords

generalized eigenvalue problemmatrix exponentialcanonical correlation analysis (CCA)randomized singular value decomposition (RSVD)exponential canonical correlation analysis (ECCA)

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Eigenvalues, singular values, and eigenvectors (15A18) Statistical aspects of big data and data science (62R07)

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Uses Software

• mftoolbox

Cites Work

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