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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.
@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} }