By Topic

Variational Bayesian Approach to Canonical Correlation Analysis

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)
Chong Wang ; Dept. of Autom., Tsinghua Univ., Beijing

As a dimension reduction algorithm, canonical correlation analysis (CCA) encounters the issue of selecting the number of canonical correlations. In this letter, we present a Bayesian model selection algorithm for CCA based on a probabilistic interpretation. A hierarchical Bayesian model is applied to probabilistic CCA and learned by variational approximation. This method not only estimates the model parameters, but also automatically determines the number of canonical correlations and avoids overfitting. Experiments show that it performs better compared with maximum likelihood and some other model selection methods

Published in:

Neural Networks, IEEE Transactions on  (Volume:18 ,  Issue: 3 )