Multivariate statistics: a practical approach
Multivariate statistics: a practical approach
Elements of information theory
Elements of information theory
An approach to voice conversion based on non-linear canonical correlation analysis
WiCOM'09 Proceedings of the 5th International Conference on Wireless communications, networking and mobile computing
Mathematical and Computer Modelling: An International Journal
Robust multivariate association and dimension reduction using density divergences
Journal of Multivariate Analysis
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In this article, we propose a new canonical correlation method based on information theory. This method examines potential nonlinear relationships between p × 1 vector Y-set and q × 1 vector X-set. It finds canonical coefficient vectors a and b by maximizing a more general measure, the mutual information, between aTX and bTY. We use a permutation test to determine the pairs of the new canonical correlation variates, which requires no specific distributions for X and Y as long as one can estimate the densities of aTX and bTY nonparametrically. Examples illustrating the new method are presented.