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Canonical Correlation a Tutorial Magnus Borga January Contents About this tutorial Introduction Denition Calculating canonical correlations Relating topics

1 The difference between CCA and ordinary correlation analysis 3 52 Relationtomutualinformation 4 53 Relation to other linear subspace methods 4 54 RelationtoSNR 5 541 Equalnoiseenergies 5 542 Correlation between a signal and the corrupted signal

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Canonical Correlation a Tutorial Magnus Borga January Contents About this tutorial Introduction Denition Calculating canonical correlations Relating topics






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