Regularised Canonical Correlation Analysis: graphical lasso, biplots and beyond
正则化典型相关分析:图套索、双标图及其他
Recent developments in regularized Canonical Correlation Analysis (CCA) promise powerful methods for high-dimensional, multiview data analysis. However, justifying the structural assumptions behind many popular approaches remains a challenge, and features of realistic biological datasets pose practical difficulties that are seldom discussed. We propose a novel CCA estimator rooted in an assumption of conditional independencies and based on the Graphical Lasso. Our method has…