Vol. 20, No. 2 2013 62–72 — — ∗ Introduction to Canonical Correlation Analysis —Mutual Information Extraction from Multimodal Observations— Shotaro Akaho The National Institute of Advanced Industrial Science and Technology∗ 1. CCA = Canonical Correlation Analysis 1 2 x(t) fMRI 2 fMRI 2 PCA = Principal Component Analysis x(t) 1 2 ∗ 305–8568 1–1–1 2 1 2 x(t) 3 2 y(t) 2 2 x(t) 2 x(t) y(t) 63 2 3 4 x(