CCA中的 cross-covariance matrices 不可逆的问题,可以用rCCA解决,
Regularized canonical correlation analysis http://en.wikipedia.org/wiki/Regularized_canonical_correlation_analysis
gCCA http://en.wikipedia.org/wiki/Generalized_Canonical_Correlation
CCA中的 cross-covariance matrices 不可逆的问题,可以用rCCA解决,
Regularized canonical correlation analysis http://en.wikipedia.org/wiki/Regularized_canonical_correlation_analysis
gCCA http://en.wikipedia.org/wiki/Generalized_Canonical_Correlation