Non-linear canonical correlation analysis with a simulated annealing solution
作者:
Sheng G. Shi,
Winson Taam,
期刊:
Journal of Applied Statistics
(Taylor Available online 1992)
卷期:
Volume 19,
issue 1
页码: 155-165
ISSN:0266-4763
年代: 1992
DOI:10.1080/02664769200000013
出版商: Carfax Publishing Company
数据来源: Taylor
摘要:
An exploratory tool is introduced to examine potential non-linear relation-ships between two sets of variables, X andY, in a sample of multivariate data. Simulated annealing is applied to find canonical coefficient vectors a and b such that a squared non-linear correlation between a'Xand b'Y is maximiSed. A measure of non-linear correlation is developed for this optimization which utilies a nearest-neighbor regression estimate for the unknown functional relationship. In addition to examining potential relations between the canonical variables, this method can identify the important variables in each set.
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