Sökning: "Ryo Yamazaki"

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  1. 1. Random Subspace Analysis on Canonical Correlation of High Dimensional Data

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Ryo Yamazaki; [2016]
    Nyckelord :Canonical correlation; Random subspace analysis; high-dimensional statistics;

    Sammanfattning : High dimensional, low sample, data have singular sample covariance matrices,rendering them impossible to analyse by regular canonical correlation (CC). Byusing random subspace method (RSM) calculation of canonical correlation be-comes possible, and a Monte Carlo analysis shows resulting maximal CC canreliably distinguish between data with true correlation (above 0. LÄS MER