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.

All labels observed (1)

Label Occurrences
Mahalanobis distance canonical 3

How this entity was disambiguated

Statements (46)

Predicate Object
instanceOf measure of distance ⓘ
multivariate distance ⓘ
statistical distance ⓘ
accountsFor correlations between variables ⓘ
appliedIn bioinformatics ⓘ
chemometrics ⓘ
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 ⓘ
introducedIn 1930s ⓘ
invariantUnder affine transformations of data ⓘ
is metric under suitable conditions ⓘ
quadratic form ⓘ
scale-invariant ⓘ
unitless ⓘ
namedAfter Prasanta Chandra Mahalanobis ⓘ
reducesTo Euclidean distance when covariance matrix is identity ⓘ
relatedTo Euclidean distance ⓘ
Gaussian discriminant analysis ⓘ
Hotelling's T-squared statistic ⓘ
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 ⓘ

How these facts were elicited

Referenced by (3)

Full triples — surface form annotated when it differs from this entity's canonical label.

Bhattacharyya distance → relatedTo → Mahalanobis distance ⓘ
Prasanta Chandra Mahalanobis → notableWork → Mahalanobis distance ⓘ
Bhattacharyya coefficient → relatedTo → Mahalanobis distance ⓘ