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Second and Higher-Order Correlation Analysis of Multiple Multidimensional Variables by Joint Diagonalization

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Book cover Latent Variable Analysis and Signal Separation (LVA/ICA 2010)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 6365))

Abstract

In this paper, we introduce two efficient methods for second and higher-order correlation, or linear and nonlinear dependence, analysis of several multidimensional variables. We show that both the second and higher-order correlation analysis can be cast into a specific joint diagonalization problem. Compared with existing multiset canonical correlation analysis (MCCA) and independent vector analysis (IVA) algorithms, desired features of the new methods are that they can exploit the nonwhiteness of observations, they do not assume a specific density model, and they use simultaneous separation and thus are free of error accumulation arising in deflationary separation. Simulation results are presented to show the performance gain of the new methods over MCCA and IVA approaches.

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Author information

Authors and Affiliations

  1. Machine Learning for Signal Processing Laboratory, University of Maryland Baltimore County, Baltimore, MD 21250

    Xi-Lin Li, Matthew Anderson & Tülay Adalı

Authors
  1. Xi-Lin Li
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  2. Matthew Anderson
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  3. Tülay Adalı
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Editor information

Editors and Affiliations

  1. Dept. of Electrical Engineering, Universitè d’Evry Val d’Essone, 40 rue du Pelvoux, 91020, Courcouronnes, France

    Vincent Vigneron

  2. Laboratoire I3S, Les Algorithmes - Euclide-B, BP 121, Université de Nice-Sophia Antipolis, 2000 Route des Lucioles, 06903, Sophia Antipolis Cedex, France

    Vicente Zarzoso

  3. School of Engineering, Dept. of Telecommunications, ISITSchool of Engineering, Dept. of Telecommunications, ISITV, Université de Toulon, Avenue George Pompidou, BP 56, La Valette du Var, Cedex, 83162, France

    Eric Moreau

  4. INRIA France, Equipe-projet METISS, Centre de Recherche INRIA Rennes-Bretagne Atlantique, Campus de Beaulieu, 35042, Rennes cedex, France

    Rémi Gribonval

  5. INRIA France, Equipe-projet METISS, Centre de Recherche INRIA Rennes-Bretagne Atlantique, Campus de Beaulieu, 35042, Rennes Cedex, France

    Emmanuel Vincent

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© 2010 Springer-Verlag Berlin Heidelberg

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Li, XL., Anderson, M., Adalı, T. (2010). Second and Higher-Order Correlation Analysis of Multiple Multidimensional Variables by Joint Diagonalization. In: Vigneron, V., Zarzoso, V., Moreau, E., Gribonval, R., Vincent, E. (eds) Latent Variable Analysis and Signal Separation. LVA/ICA 2010. Lecture Notes in Computer Science, vol 6365. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-15995-4_25

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  • DOI: https://doi.org/10.1007/978-3-642-15995-4_25

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-15994-7

  • Online ISBN: 978-3-642-15995-4

  • eBook Packages: Computer ScienceComputer Science (R0)

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