Paper Abstract and Keywords |
Presentation |
2013-11-13 15:45
[Poster Presentation]
Probabilistic Partial Canonical Correlation Analysis Yusuke Mukuta, Tatsuya Harada (Univ. of Tokyo) IBISML2013-58 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
Partial Canonical Correlation Analysis (Partial CCA) is a statistical method to estimate a pair of linear projections onto a low dimensional space where the correlation between two multidimensional variables is maximized after eliminating the influence of the third variable. Partial CCA is known to be closely related to a causality measure between two time series. However, since it is necessary to calculate the inverse of covariance matrices for applying Partial CCA to data, the calculation is not stable in particular when the data is high dimensional or the number of data is small. Also, we cannot estimate the optimal dimension of the subspace in the model. In this paper, we address these problems by proposing a probabilistic interpretation of Partial CCA and deriving a bayesian estimation method based on this probabilistic model. Numerical experiments show that our methods estimate model parameters more stably even when the dimension is high or when there are few samples. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Partial CCA / Multivariational Analysis / Bayes Estimation / Causality / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 113, no. 286, IBISML2013-58, pp. 169-176, Nov. 2013. |
Paper # |
IBISML2013-58 |
Date of Issue |
2013-11-05 (IBISML) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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IBISML2013-58 |
Conference Information |
Committee |
IBISML |
Conference Date |
2013-11-10 - 2013-11-13 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Tokyo Institute of Technology, Kuramae-Kaikan |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
The 16th IBIS Workshop & The 2nd IBIS Tutorial |
Paper Information |
Registration To |
IBISML |
Conference Code |
2013-11-IBISML |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Probabilistic Partial Canonical Correlation Analysis |
Sub Title (in English) |
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Keyword(1) |
Partial CCA |
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Multivariational Analysis |
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Bayes Estimation |
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Causality |
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1st Author's Name |
Yusuke Mukuta |
1st Author's Affiliation |
The University of Tokyo (Univ. of Tokyo) |
2nd Author's Name |
Tatsuya Harada |
2nd Author's Affiliation |
The University of Tokyo (Univ. of Tokyo) |
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Speaker |
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Date Time |
2013-11-13 15:45:00 |
Presentation Time |
180 minutes |
Registration for |
IBISML |
Paper # |
IBISML2013-58 |
Volume (vol) |
vol.113 |
Number (no) |
no.286 |
Page |
pp.169-176 |
#Pages |
8 |
Date of Issue |
2013-11-05 (IBISML) |
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