An alternating variable method for the maximal correlation problem
DOI10.1007/S10898-011-9758-2zbMATH Open1318.62200OpenAlexW1995617207MaRDI QIDQ445332FDOQ445332
Publication date: 24 August 2012
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-011-9758-2
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multivariate statisticscanonical correlationGauss-Seidel methodpower methodglobal maximizermaximal correlation problemmultivariate eigenvalue problem
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
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- RELATIONS BETWEEN TWO SETS OF VARIATES
- Canonical analysis of several sets of variables
- Trust Region Methods
- Canonical Correlation Analysis: An Overview with Application to Learning Methods
- Local Minimizers of Quadratic Functions on Euclidean Balls and Spheres
- Generalized approaches to the Maxbet problem and the Maxdiff problem, with applications to canonical correlations
- Global optimality of the successive Maxbet algorithm
- Continuous methods for extreme and interior eigenvalue problems
- On a Multivariate Eigenvalue Problem, Part I: Algebraic Theory and a Power Method
- A Numerical Technique for Multiparameter Eigenvalue Problems
- Towards the global solution of the maximal correlation problem
- Spectral analysis of coupled linear complementarity problems
Cited In (9)
- The max‐length‐vector line of best fit to a set of vector subspaces and an optimization problem over a set of hyperellipsoids
- Tensor maximal correlation problems
- A framework of constraint preserving update schemes for optimization on Stiefel manifold
- Title not available (Why is that?)
- The multivariate eigenvalues of symmetric tensors
- Maximization of Matrix Trace Function of Product Stiefel Manifolds
- A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis
- A SOR-like AVM for the maximal correlation problem
- On convergence of iterative methods for maximal correlation problems
Uses Software
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