Lecture

Canonical Correlation Analysis

Description

This lecture covers the mathematical development of canonical correlation analysis, including population and sample CCA, scoring, and prediction. The instructor explains the key theorems and proofs, emphasizing the importance of CC vectors and their interpretation in multivariate statistics.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_ltq877nm

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics, Statistical hypothesis testing

Data analysis: Regression analysis

Mathematics

Analysis: Measure theory

Algebra: Linear algebra

Mathematical logic: Set theory

Logic

Classical logic: First-order logic

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