Numerical methods for the Genvar criterion of multiple-sets canonical analysis
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Publication:292585
DOI10.1007/S10915-015-0103-7zbMATH Open1341.62159OpenAlexW1952347433MaRDI QIDQ292585FDOQ292585
Authors: Jianping You, Liu Xinguo 
Publication date: 8 June 2016
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-015-0103-7
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alternating variable methodGenvar criterionmultiple-sets canonical correlation analysisstarting point strategy
Cites Work
- Numerical Optimization
- Title not available (Why is that?)
- Relations among \(m\) sets of measures
- Setting up alternating least squares and iterative majorization algorithms for solving various matrix optimization problems
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Canonical analysis of several sets of variables
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- Analysis of \(k\) sets of data, with differential emphasis on agreement between and within sets
- Minimum Generalized Variance for a set of Linear Functions
- A novel multiset integrated canonical correlation analysis framework and its application in feature fusion
- A learning algorithm for adaptive canonical correlation analysis of several data sets
Cited In (4)
- On orthogonal Carroll's criterion for multi-block data analysis
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- Preconditioned Dinkelbach methods for solving the Maxrat criterion of multiple-sets canonical correlation analysis
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