COMPSTAT 2016: Start Registration
View Submission - COMPSTAT
Title: A general overview of multiblock component methods Authors:  Arthur Tenenhaus - Laboratoire Signaux et Systemes (France) [presenting]
Michel Tenenhaus - HEC School of Management (France)
Patrick Groenen - Erasmus University Rotterdam (Netherlands)
Abstract: A new framework for multiblock component methods is proposed. In that framework, two cases are considered: blocks are either fully connected or connected to the superblock (concatenation of all blocks). This framework relies on a new version of regularized generalized canonical correlation analysis (RGCCA) where various scheme functions and shrinkage constants are considered. The proposed iterative algorithm is monotone convergent and guarantees obtaining a solution of the stationary equations of RGCCA. For the scheme functions and shrinkage constants equal to 0 or 1, many multiblock component methods are recovered.