Non-parametric dependent components.

Arto Klami, Samuel Kaski

Abstract: Canonical correlation analysis (CCA) is equivalent to finding mutual information-maximizing projections for normally distributed data. We remove the restriction of normality by non-parametric estimation, and formulate the problem of finding dependent components with a connection to Bayes factors. The method is applied for characterizing yeast stress by finding what is in common in several different stress conditions.