A Tutorial on Canonical Correlation Methods

When a process can be described by two sets of variables corresponding to two different aspects, or views, analysing the relations between these two views may improve the understanding of the underlying system. In this context, a relation is a mapping of the observations corresponding to a variable of one view to the observations corresponding to a variable of the other view. For example in the field of medicine, one view could comprise variables corresponding to the symptoms of the disease and the other to the risk factors that can have an effect on the disease incidence. Identifying the relations between the symptoms and the risk factors can improve the understanding Author’s addresses: V. Uurtio (viivi. uurtio@ aalto. fi) and J. Rousu (juho. rousu@ aalto. fi), Helsinki Institute for Information Technology HIIT, Department of Computer Science, Aalto University, Konemiehentie 2, 02150 Espoo, Finland; JM Monteiro (joao. monteiro@ ucl. ac. uk), Department of Computer Science, University College London, and Max Planck Centre for Computational Psychiatry and Ageing Research, University College London, Gower Street, London WC1E 6BT, UK; J. Shawe-Taylor (j. shawe-taylor@ ucl. ac. uk) and D. Fernandez-Reyes (delmiro. fernandez-reyes@ ucl. ac. uk), Department of Computer Science, University College London, Gower Street, London WC1E 6BT, UK; J. Kandola (j. kandola@ imperial. ac. uk), Division of Brain Sciences, Imperial College London, DuCane Road, London WC12 0NN.