Mahalanobis distance

GPTKB entity

Statements (23)
Predicate Object
gptkbp:instanceOf gptkb:Metric
gptkbp:accountsFor correlations between variables
gptkbp:application gptkb:dictionary
outlier detection
cluster analysis
multivariate anomaly detection
gptkbp:form D^2 = (x - μ)^T S^{-1} (x - μ)
gptkbp:generalizes Euclidean distance
https://www.w3.org/2000/01/rdf-schema#label Mahalanobis distance
gptkbp:introducedIn 1936
gptkbp:measures distance between a point and a distribution
gptkbp:namedAfter gptkb:P._C._Mahalanobis
gptkbp:relatedTo gptkb:Hotelling's_T-squared_distribution
standard score
gptkbp:S covariance matrix of the distribution
gptkbp:usedIn gptkb:machine_learning
statistics
pattern recognition
gptkbp:μ mean vector of the distribution
gptkbp:bfsParent gptkb:Prasanta_Chandra_Mahalanobis
gptkb:P._C._Mahalanobis
gptkb:multivariate_normal_distribution
gptkbp:bfsLayer 6