All Questions
Tagged with mahalanobis distance
13 questions
10
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3
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2k
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How can this counterintiutive result with the Mahalanobis distance be explained?
I encountered a strange issue when performing Mahalanobis distance matching. Let's say I have one treated unit with the following values on two variables: $T:(17, 4)$. I have two control units with ...
- 36.8k
1
vote
0
answers
175
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Distance metric that is robust to collinearity
I'm trying to find a distance metric that takes into account the correlation between vectors. That is, suppose we have matrix $M$ of dimensions $n \times k$, and we take the pairwise distance between ...
- 271
15
votes
2
answers
14k
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What are the pros and cons of using mahalanobis distance instead of propensity scores in matching
I learned about this option of using mahalanobis distance instead of PS to do matching from the matchit() function in R. It seems a more nonparametric approach. Could you state its pros and cons and ...
- 773
3
votes
2
answers
410
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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 ...
- 390
0
votes
1
answer
847
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Mahalanobis Distance for Continuous and Ordinal Covariates
My dataset of home sales includes covariates such as square_feet which are continuous and others like num_bedrooms which are in <...
- 125
3
votes
2
answers
2k
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Understanding the R stats mahalanobis() function's Output
An acquaintance recommended I use the Mahalanobis distance on my data instead of Euclidean, Manhattan, etc.
I tried using the mahalanobis() function in the R stats package on a data matrix with N ...
- 585
2
votes
0
answers
136
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Determine outliers for robust Mahalanobis distance
I want to apply a robust mahal distance and found an implementation in scikit.
but there is the number of outliers already given in advance. For me, who wants to find out the number of outliers, this ...
- 3,493
5
votes
2
answers
686
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Something like Mahalanobis distance when the copula is not Gaussian
Mahalanobis distance accounts for different variances of the marginal variables and correlations between the marginal variables. However, there is an implicit (maybe explicit) assumption that ...
- 67.2k
1
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0
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951
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Mahalanobis distance between 2 points doesn't work when covariance matrix has values close to 0 [duplicate]
I am working on a project where I am trying to replicate a randomized experiment from an observational study data, using Mahalanobis distance matching to ensure that the control and treated groups are ...
- 557
9
votes
2
answers
2k
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Is there a version of the Mahalanobis distance for matrices?
I'm working on a computer vision problem and I want to use the Mahalanobis distance to cluster image patches (2D matrices having the same dimensions). I haven't been able to find any generalisation up ...
- 527
1
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0
answers
1k
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Distribution of the Mahalanobis distance between two samples from a Gaussian distribution
Let $\mathbf{X}=(X_1,\dots,X_p)\sim\mathcal{N}(\mu,\Sigma)$ be a Gaussian random vector. We all know that
$$d^2(\mathbf{X},\mu) = (\mathbf{X}-\mu)^T\Sigma^{-1}(\mathbf{X}-\mu) $$
has a $\chi^2_p-$...
- 18.4k
1
vote
0
answers
1k
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assumptions to compute mahalanobis distance
Which are the assumptions to compute the Mahalanobis distance between two groups? Do all the variables of the two groups be normal distributed?
- 519
3
votes
1
answer
139
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Binary classifier via Mahalonobis distance
In a recent conversation with a colleague at univerity, they mentioned that for a certain problem, we can "just use a binary classifier". When I inquired as to how they would train, they said "No ...
- 1,805