Adaptive Canonical Correlation Analysis Based On Matrix Manifolds
arXiv:1206.6453
Abstract
In this paper, we formulate the Canonical Correlation Analysis (CCA) problem on matrix manifolds. This framework provides a natural way for dealing with matrix constraints and tools for building efficient algorithms even in an adaptive setting. Finally, an adaptive CCA algorithm is proposed and applied to a change detection problem in EEG signals.
Appears in Proceedings of the 29th International Conference on Machine Learning (ICML 2012)