Mahalanobis distance
E753441
Mahalanobis distance is a multivariate measure of the distance between a point and a distribution (or between distributions) that accounts for correlations between variables via the covariance matrix.
Statements (46)
| Predicate | Object |
|---|---|
| instanceOf |
measure of distance
ⓘ
multivariate distance ⓘ statistical distance ⓘ |
| accountsFor | correlations between variables ⓘ |
| appliedIn |
bioinformatics
ⓘ
chemometrics NERFINISHED ⓘ face recognition ⓘ finance ⓘ process monitoring ⓘ remote sensing ⓘ |
| category |
Distance measures
ⓘ
Multivariate statistics ⓘ Statistical divergence and distance measures ⓘ |
| compares |
point and distribution
ⓘ
two distributions ⓘ |
| definedFor | multivariate normal distribution ⓘ |
| dependsOn | inverse covariance matrix ⓘ |
| field |
machine learning
ⓘ
multivariate analysis ⓘ outlier detection ⓘ pattern recognition ⓘ statistics ⓘ |
| generalizes |
standardized distance
ⓘ
z-score ⓘ |
| introducedBy | Prasanta Chandra Mahalanobis NERFINISHED ⓘ |
| introducedIn | 1930s ⓘ |
| invariantUnder | affine transformations of data ⓘ |
| is |
metric under suitable conditions
ⓘ
quadratic form ⓘ scale-invariant ⓘ unitless ⓘ |
| namedAfter | Prasanta Chandra Mahalanobis NERFINISHED ⓘ |
| reducesTo | Euclidean distance when covariance matrix is identity ⓘ |
| relatedTo |
Euclidean distance
ⓘ
Gaussian discriminant analysis NERFINISHED ⓘ Hotelling's T-squared statistic NERFINISHED ⓘ |
| requires | positive definite covariance matrix ⓘ |
| usedFor |
anomaly detection
ⓘ
classification ⓘ cluster analysis ⓘ discriminant analysis ⓘ fault detection ⓘ multivariate outlier detection ⓘ quality control ⓘ similarity measurement in feature space ⓘ |
| uses | covariance matrix ⓘ |
Referenced by (1)
Full triples — surface form annotated when it differs from this entity's canonical label.