Nonlinear component analysis as a kernel eigenvalue problem
Neural Computation
A neural implementation of canonical correlation analysis
Neural Networks
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We have recently developed several ways of using Gaussian Processes to perform Canonical Correlation Analysis. We review several of these methods, introduce a new way to perform Canonical Correlation Analysis with Gaussian Processes which involves sphering each data stream separately with probabilistic principal component analysis (PCA), concatenating the sphered data and re-performing probabilistic PCA. We also investigate the effect of sparsifying this last method. We perform a comparative study of these methods.