On Measure Transformed Canonical Correlation Analysis

@article{Todros2012OnMT,
  title={On Measure Transformed Canonical Correlation Analysis},
  author={Koby Todros and Alfred O. Hero},
  journal={IEEE Transactions on Signal Processing},
  year={2012},
  volume={60},
  pages={4570-4585}
}
In this paper, linear canonical correlation analysis (LCCA) is generalized by applying a structured transform to the joint probability distribution of the considered pair of random vectors, i.e., a transformation of the joint probability measure defined on their joint observation space. This framework, called measure transformed canonical correlation analysis (MTCCA), applies LCCA to the data after transformation of the joint probability measure. We show that judicious choice of the transform… CONTINUE READING
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