Canonical correlation

August 23, 2014 — May 17, 2023

functional analysis
Hilbert space
linear algebra
machine learning
model selection
Figure 1

William Press, Canonical Correlation Clarified by Singular Value Decomposition

Most statistical tests are canonical correlation analysis, apparently. (Knapp 1978).

tl;dr classic statistical tests are linear models where your goal decide if a coefficient should be regarded as non-zero or not. Jonas Kristoffer Lindeløv explains this perspective: Common statistical tests are linear models. FWIW I found that perspective to be a real 💡 moment.

1 References

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