Empirische Inferenz Conference Paper 2006

Statistical Convergence of Kernel CCA

While kernel canonical correlation analysis (kernel CCA) has been applied in many problems, the asymptotic convergence of the functions estimated from a finite sample to the true functions has not yet been established. This paper gives a rigorous proof of the statistical convergence of kernel CCA and a related method (NOCCO), which provides a theoretical justification for these methods. The result also gives a sufficient condition on the decay of the regularization coefficient in the methods to ensure convergence.

Author(s): Fukumizu, K. and Bach, F. and Gretton, A.
Book Title: Advances in neural information processing systems 18
Journal: Advances in Neural Information Processing Systems 18: Proceedings of the 2005 Conference
Pages: 387-394
Year: 2006
Month: May
Day: 0
Editors: Weiss, Y. , B. Sch{\"o}lkopf, J. Platt
Publisher: MIT Press
Bibtex Type: Conference Paper (inproceedings)
Address: Cambridge, MA, USA
Event Name: Nineteenth Annual Conference on Neural Information Processing Systems (NIPS 2005)
Event Place: Vancouver, BC, Canada
Digital: 0
Electronic Archiving: grant_archive
ISBN: 0-262-23253-7
Language: en
Organization: Max-Planck-Gesellschaft
School: Biologische Kybernetik
Links:

BibTex

@inproceedings{3775,
  title = {Statistical Convergence of Kernel CCA},
  journal = {Advances in Neural Information Processing Systems 18: Proceedings of the 2005 Conference},
  booktitle = {Advances in neural information processing systems 18},
  abstract = {While kernel canonical correlation analysis (kernel CCA) has been applied in many problems, the asymptotic convergence of the functions estimated from a finite sample to the true functions has not yet been established. This paper gives a rigorous proof of the statistical convergence of kernel CCA and a related method (NOCCO), which provides a theoretical justification for these methods. The result also gives a sufficient condition on the decay of the regularization coefficient in the methods to ensure convergence.},
  pages = {387-394},
  editors = {Weiss, Y. , B. Sch{\"o}lkopf, J. Platt},
  publisher = {MIT Press},
  organization = {Max-Planck-Gesellschaft},
  school = {Biologische Kybernetik},
  address = {Cambridge, MA, USA},
  month = may,
  year = {2006},
  slug = {3775},
  author = {Fukumizu, K. and Bach, F. and Gretton, A.},
  month_numeric = {5}
}