sklearn中也有现成的包scipy.spatial.distance.mahalanobis(u,v,VI) 采用马氏距离需要注意的是,数据集的长度(sample个数)必须大于维度,否则无法计算协方差矩阵。
马氏距离是一种度量两个样本之间相似性的统计方法，主要用于多维数据的分析中。其计算公式依赖于数据集的协方差矩阵与均值，因此它与分布相关。一个点与数据集的马氏距离可以反映出该点在多维空间中相对于数据集的“距离”，并考虑到了数据集的协方差结构。以二维数据集为例，假设数据集分布具有相关性，...
Mahalanobis square distance62F3562H10Mahalanobis square distances (MSDs) based on robust estimators improves outlier detection performance in multivariate data. However, the unbiasedness of robust estimators are not guaranteed when the sample size is small and this reduces their performance in outlier ...
Mahalanobis Distance is an effective distance metric that finds the distance between a point and a distribution. It’s very effective on multivariate data.
Outlier detection is an extensively studied issue in robust literature. The most popular and traditional approach using to detect outliers is to calculate the Mahalanobis distance. However, conventional Mahalanobis distances may fail to detect outliers because they base on the classical sample mean vector...
Outlier detection based on the Mahalanobis distance (MD) requires an appropriate transformation in case of compositional data. For the family of logratio t... Peter,FilzmoserKarel,Hron - 《Mathematical Geosciences》 被引量: 173发表: 2008年 Editing and Imputation for Quantitative Survey Data Multiva...
Mahalanobis distance weighted (MDW) The weights are assigned to each sample according to MDW method. For each individual method, the score matrices are employed to calculate the MD. It is noteworthy that a sample is assigned to several weights by means of different detection methods. The flowchar...
then the respective mutual relationship between the variables is utilized to calculate the Mahalanobis distance between samples,last the sum of k nearest neighbor Mahalanobis distance is obtained,and it is regarded as the fault detection index.The proposed method is applied to the TE industrial ...
The plants were evaluated from images in which the color of each pixel depended on the Mahalanobis distance of the fluorescence features. Two parameters of the color-coding procedure were used to adjust the trade-off between detection of true mutants and erratic classification of wild-type plants ...
outlier_plot = subfig1.scatter(X[:,0][-n_outliers:], X[:,1][-n_outliers:], color='red', label='outliers') subfig1.set_xlim(subfig1.get_xlim()[0],11.) subfig1.set_title("Mahalanobis distances of a contaminated data set:")# Show contours of the distance functionsxx, yy = np...