TY - JOUR
T1 - A unified approach to multiple-set canonical correlation analysis and principal components analysis
AU - Hwang, Heungsun
AU - Jung, Kwanghee
AU - Takane, Yoshio
AU - Woodward, Todd S.
PY - 2013/5
Y1 - 2013/5
N2 - Multiple-set canonical correlation analysis and principal components analysis are popular data reduction techniques in various fields, including psychology. Both techniques aim to extract a series of weighted composites or components of observed variables for the purpose of data reduction. However, their objectives of performing data reduction are different. Multiple-set canonical correlation analysis focuses on describing the association among several sets of variables through data reduction, whereas principal components analysis concentrates on explaining the maximum variance of a single set of variables. In this paper, we provide a unified framework that combines these seemingly incompatible techniques. The proposed approach embraces the two techniques as special cases. More importantly, it permits a compromise between the techniques in yielding solutions. For instance, we may obtain components in such a way that they maximize the association among multiple data sets, while also accounting for the variance of each data set. We develop a single optimization function for parameter estimation, which is a weighted sum of two criteria for multiple-set canonical correlation analysis and principal components analysis. We minimize this function analytically. We conduct simulation studies to investigate the performance of the proposed approach based on synthetic data. We also apply the approach for the analysis of functional neuroimaging data to illustrate its empirical usefulness.
AB - Multiple-set canonical correlation analysis and principal components analysis are popular data reduction techniques in various fields, including psychology. Both techniques aim to extract a series of weighted composites or components of observed variables for the purpose of data reduction. However, their objectives of performing data reduction are different. Multiple-set canonical correlation analysis focuses on describing the association among several sets of variables through data reduction, whereas principal components analysis concentrates on explaining the maximum variance of a single set of variables. In this paper, we provide a unified framework that combines these seemingly incompatible techniques. The proposed approach embraces the two techniques as special cases. More importantly, it permits a compromise between the techniques in yielding solutions. For instance, we may obtain components in such a way that they maximize the association among multiple data sets, while also accounting for the variance of each data set. We develop a single optimization function for parameter estimation, which is a weighted sum of two criteria for multiple-set canonical correlation analysis and principal components analysis. We minimize this function analytically. We conduct simulation studies to investigate the performance of the proposed approach based on synthetic data. We also apply the approach for the analysis of functional neuroimaging data to illustrate its empirical usefulness.
UR - http://www.scopus.com/inward/record.url?scp=84876042944&partnerID=8YFLogxK
U2 - 10.1111/j.2044-8317.2012.02052.x
DO - 10.1111/j.2044-8317.2012.02052.x
M3 - Article
C2 - 22616692
AN - SCOPUS:84876042944
SN - 0007-1102
VL - 66
SP - 308
EP - 321
JO - British Journal of Mathematical and Statistical Psychology
JF - British Journal of Mathematical and Statistical Psychology
IS - 2
ER -