Adaptive Canonical Correlation Analysis Based On Matrix Manifolds

06/27/2012

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by   Florian Yger, et al.

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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.