Ontology highlight
ABSTRACT:
SUBMITTER: Yoon G
PROVIDER: S-EPMC8494134 | biostudies-literature | 2020 Sep
REPOSITORIES: biostudies-literature
Yoon Grace G Carroll Raymond J RJ Gaynanova Irina I
Biometrika 20200415 3
Canonical correlation analysis investigates linear relationships between two sets of variables, but often works poorly on modern datasets due to high-dimensionality and mixed data types (continuous/binary/zero-inflated). We propose a new approach for sparse canonical correlation analysis of mixed data types that does not require explicit parametric assumptions. Our main contribution is the use of truncated latent Gaussian copula to model the data with excess zeroes, which allows us to derive a r ...[more]