Article ID Journal Published Year Pages File Type
415718 Computational Statistics & Data Analysis 2006 13 Pages PDF
Abstract

A set of tools for analyzing relationships between and within multiple data matrices is presented. The starting point is a new, unified approach bridging two existing methods; Carroll's Generalized Canonical Analysis (GCA) with the Tucker-1 method for principal component analysis of multiple matrices. GCA and Tucker-1 are shown to correspond to particular choices of a ridge parameter. The unified method is then generalized to a larger space of methods.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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