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Results tagged with distance
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user 211655
Measure of distance between distributions or variables, such as Euclidean distance between points in n-space.
2
votes
0
answers
133
views
Best approximation of the Mahalanobis distance by standardized Euclidean distance
I am looking for the best way to approximate the Mahalanobis distance by the standardized Euclidean distance, which would reduce the number of the required multiplications. …
- 390
3
votes
2
answers
273
views
direction of outlier detected by the Mahalanobis distance
Mahalanobis distance provides a value that might be used for the detection of outliers. My question: how to calculate the direction of the outlier (as a vector)? … A simple answer would be to use the distance between the center of the distribution and the outlier but this answer would not use the "normalization" property provided by the Mahalanobis distance... …
- 390
0
votes
0
answers
61
views
The meaning of probability density functions' product followed by an integration
I assume that this is meant to be used for the estimation of distance between two distributions. …
- 390
0
votes
Accepted
direction of outlier detected by the Mahalanobis distance
The direction of the outlier could be calculated by zero phase component analysis whitening:
- 390