Jump to content
  • Advertisement
Sign in to follow this  

modifying the Mahalanobis distance

This topic is 4359 days old which is more than the 365 day threshold we allow for new replies. Please post a new topic.

If you intended to correct an error in the post then please contact us.

Recommended Posts

I know that for a Gaussian distribution with covariance matrix K and mean m, the mahalanobis distance from a point to this Gaussian is computed as (y-m)TK-1(y-m). What if I also want to scale the distance by another symmetric matrix C, would this be a valid way of modifying the Mahalanobis distance: (y-m)TCK-1C(y-m) or (y-m)TC1/2K-1C1/2(y-m) where C = VDVT (eigen decomposition) and C1/2 = VD1/2VT. If the matric C only has value on the diagonal, this simply reduces to scaling the parameters of y, which is where I got the idea from. Any thoughts would be appreciated. Shaobo

Share this post

Link to post
Share on other sites
Sign in to follow this  

  • Advertisement

Important Information

By using GameDev.net, you agree to our community Guidelines, Terms of Use, and Privacy Policy.

We are the game development community.

Whether you are an indie, hobbyist, AAA developer, or just trying to learn, GameDev.net is the place for you to learn, share, and connect with the games industry. Learn more About Us or sign up!

Sign me up!