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Regularized generalized canonical correlation analysis for multiblock or multigroup data analysis. (English) Zbl 1341.62160
Summary: This paper presents an overview of methods for the analysis of data structured in blocks of variables or in groups of individuals. More specifically, regularized generalized canonical correlation analysis (RGCCA), which is a unifying approach for multiblock data analysis, is extended to be also a unifying tool for multigroup data analysis. The versatility and usefulness of our approach is illustrated on two real datasets.

MSC:
62H20 Measures of association (correlation, canonical correlation, etc.)
90C25 Convex programming
90C90 Applications of mathematical programming
Software:
RGCCA; XLStat
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