Regularised Canonical Correlation Analysis: graphical lasso, biplots and beyond
Published in arXiv preprint arXiv:2403.02979, 2024
This paper concerns how to regularise canonical correlation analysis to apply it in high dimensions. We propose a new method using the graphical lasso, and various visualisation techniques.
Recommended citation: L Wells, K Thurimella, S Bacallado. (2024). "Regularised Canonical Correlation Analysis: graphical lasso, biplots and beyond." arXiv preprint arXiv:2403.02979.
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