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Eigenvector-based sparse canonical correlation analysis: Fast computation for estimation of multiple canonical vectors

Wang, WJ; Zhou, YH

Zhou, YH (corresponding author), North Carolina State Univ, Dept Biol Sci, Raleigh, NC 27695 USA.

JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 185 ():

Abstract

Classical canonical correlation analysis (CCA) requires matrices to be low dimensional, i.e. the number of features cannot exceed the sample size. Rec......

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