Riemannian trust-region method for the maximal correlation problem

DOI10.1080/01630563.2011.618961zbMATH Open1296.62126OpenAlexW1987598033WikidataQ115303584 ScholiaQ115303584MaRDI QIDQ2881909FDOQ2881909

Authors: Lei-Hong Zhang 

Publication date: 3 May 2012

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2011.618961

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zbMATH Keywords

preconditioncanonical correlation analysisglobal convergencemultivariate statisticssuperlinear convergenceRiemannian trust-region method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Measures of association (correlation, canonical correlation, etc.) (62H20) Iterative numerical methods for linear systems (65F10) Conditioning of matrices (15A12)

Cites Work

• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
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• Newton's method on Riemannian manifolds and a geometric model for the human spine
• Canonical analysis of several sets of variables
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• Trust Region Methods
• Canonical Correlation Analysis: An Overview with Application to Learning Methods
• Riemannian Newton method for the multivariate eigenvalue problem
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Numerical methods for large eigenvalue problems
• Generalized approaches to the Maxbet problem and the Maxdiff problem, with applications to canonical correlations
• Applied Multivariate Analysis
• Inexact Rayleigh quotient-type methods for eigenvalue computations
• Accelerated line-search and trust-region methods
• Global optimality of the successive Maxbet algorithm
• On a Multivariate Eigenvalue Problem, Part I: Algebraic Theory and a Power Method
• Towards the global solution of the maximal correlation problem
• A truncated-CG style method for symmetric generalized eigenvalue problems

Cited In (11)

• Tensor maximal correlation problems
• An alternating variable method for the maximal correlation problem
• Towards the global solution of the maximal correlation problem
• Effective algorithms for solving trace minimization problem in multivariate statistics
• A trust-region method for solving truncated complex singular value decomposition
• A dual method for the maximal correlation problem
• A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem
• A multigrid method for the maximal correlation problem
• A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis
• Maximizing sum of coupled traces with applications
• A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction

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