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Temporal kernel CCA and its application in multimodal neuronal data analysis

Bießmann, Felix ; Meinecke, Contact Information, Frank C. ; Gretton, Contact Information, Arthur ; Rauch, Alexander ; Rainer, Gregor ; Logothetis, Nikos K. ; Müller, Klaus-Robert

In: Machine Learning, 2010, vol. 79, no. 1-2, p. 5-27

Data recorded from multiple sources sometimes exhibit non-instantaneous couplings. For simple data sets, cross-correlograms may reveal the coupling dynamics. But when dealing with high-dimensional multivariate data there is no such measure as the cross-correlogram. We propose a simple algorithm based on Kernel Canonical Correlation Analysis (kCCA) that computes a multivariate temporal filter...