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Latent structureMultivariate analysis

Bayesiansk kanonisk korrelationsanalyse (Bayesian CCA)

Bayesiansk kanonisk korrelationsanalyse er en probabilistisk generativ model, der identificerer delt latent struktur mellem to eller flere sæt af observerede variable. Den udvider klassisk CCA ved at placere prior-fordelinger på modelparametre, hvilket muliggør principiel kvantificering af usikkerhed, automatisk bestemmelse af antallet af delte dimensioner og robusthed, når stikprøvestørrelser er små i forhold til dimensionalitet.

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Kilder

  1. Bach, F. R. & Jordan, M. I. (2005). A probabilistic interpretation of canonical correlation analysis. Technical Report 688, Department of Statistics, University of California, Berkeley. link
  2. Klami, A., Virtanen, S. & Kaski, S. (2013). Bayesian canonical correlation analysis. Journal of Machine Learning Research, 14, 965-1003. link

Sådan citerer du denne side

ScholarGate. (2026, June 3). Bayesian Canonical Correlation Analysis. ScholarGate. https://scholargate.app/da/statistics/bayesian-canonical-correlation-analysis

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ScholarGateBayesian Canonical Correlation Analysis (Bayesian Canonical Correlation Analysis). Hentet 2026-06-15 fra https://scholargate.app/da/statistics/bayesian-canonical-correlation-analysis · Datasæt: https://doi.org/10.5281/zenodo.20539026