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Mahalanobis distance is a classical tool in multivariate analysis. We suggest here an extension of this concept to the case of functional data. More precisely, the proposed definition concerns those statistical problems where the sample…

Methodology · Statistics 2018-03-20 José R. Berrendero , Beatriz Bueno-Larraz , Antonio Cuevas

We propose a novel semiparametric classifier based on Mahalanobis distances of an observation from the competing classes. Our tool is a generalized additive model with the logistic link function that uses these distances as features to…

Methodology · Statistics 2025-02-05 Annesha Ghosh , Anil K. Ghosh , Rita SahaRay , Soham Sarkar

We present analytical expressions for the means and covariances of the sample distribution of the cross-validated Mahalanobis distance. This measure has proven to be especially useful in the context of representational similarity analysis…

Applications · Statistics 2016-07-06 Jörn Diedrichsen , Serge Provost , Hossein Zareamoghaddam

The Mahalanobis distance is a classical tool used to measure the covariance-adjusted distance between points in $\bbR^d$. In this work, we extend the concept of Mahalanobis distance to separable Banach spaces by reinterpreting it as a…

Machine Learning · Statistics 2025-10-31 Nikita Zozoulenko , Thomas Cass , Lukas Gonon

Classical multivariate statistics measures the outlyingness of a point by its Mahalanobis distance from the mean, which is based on the mean and the covariance matrix of the data. A multivariate depth function is a function which, given a…

Methodology · Statistics 2021-05-06 Karl Mosler , Pavlo Mozharovskyi

We consider an enlarged dimension reduction space in functional inverse regression. Our operator and functional analysis based approach facilitates a compact and rigorous formulation of the functional inverse regression problem. It also…

Statistics Theory · Mathematics 2015-03-13 Ting-Li Chen , Su-Yun Huang , Yanyuan Ma , I-Ping Tu

The Mahalanobis distance is commonly used in multi-object trackers for measurement-to-track association. Starting with the original definition of the Mahalanobis distance we review its use in association. Given that there is no principle in…

Systems and Control · Computer Science 2023-08-11 Richard Altendorfer , Sebastian Wirkert

Despite its extensive development for multivariate data, semi-supervised learning remains underdeveloped for functional data. To address this challenge, we extend the Fermat distance, a density-sensitive metric aligning with the…

Methodology · Statistics 2026-04-01 Ruoxu Tan , Mingjie Jian , Yiming Zang

The concepts of similarity and distance are crucial in data mining. We consider the problem of defining the distance between two data sets by comparing summary statistics computed from the data sets. The initial definition of our distance…

Data Structures and Algorithms · Computer Science 2019-02-05 Nikolaj Tatti

We construct classifiers for multivariate and functional data. Our approach is based on a kind of distance between data points and classes. The distance measure needs to be robust to outliers and invariant to linear transformations of the…

Methodology · Statistics 2021-01-13 Mia Hubert , Peter J. Rousseeuw , Pieter Segaert

With the massive data challenges nowadays and the rapid growing of technology, stream mining has recently received considerable attention. To address the large number of scenarios in which this phenomenon manifests itself suitable tools are…

Machine Learning · Computer Science 2016-04-19 Jorge Luis Rivero Perez , Bernardete Ribeiro , Carlos Morell Perez

A functional distance ${\mathbb H}$, based on the Hausdorff metric between the function hypographs, is proposed for the space ${\mathcal E}$ of non-negative real upper semicontinuous functions on a compact interval. The main goal of the…

Statistics Theory · Mathematics 2015-09-17 Alejandro Cholaquidis , Antonio Cuevas , Ricardo Fraiman

The classification of high dimensional data with kernel methods is considered in this article. Exploit- ing the emptiness property of high dimensional spaces, a kernel based on the Mahalanobis distance is proposed. The computation of the…

Numerical Analysis · Computer Science 2012-09-11 M. Fauvel , A. Villa , J. Chanussot , J. A. Benediktsson

The notion of data depth has long been in use to obtain robust location and scale estimates in a multivariate setting. The depth of an observation is a measure of its centrality, with respect to a data set or a distribution. The data depths…

Methodology · Statistics 2009-09-29 Sara López-Pintado , Rebecka Jornsten

Analyzing the covariance structure of data is a fundamental task of statistics. While this task is simple for low-dimensional observations, it becomes challenging for more intricate objects, such as multivariate functions. Here, the…

Methodology · Statistics 2023-01-12 Holger Dette , Gauthier Dierickx , Tim Kutta

Our research proposes a novel method for reducing the dimensionality of functional data, specifically for the case where the response is a scalar and the predictor is a random function. Our method utilizes distance covariance, and has…

Statistics Theory · Mathematics 2023-09-26 Xing Yang , Jianjun Xu

Functional data analysis is typically conducted within the $L^2$-Hilbert space framework. There is by now a fully developed statistical toolbox allowing for the principled application of the functional data machinery to real-world problems,…

Statistics Theory · Mathematics 2017-11-27 Holger Dette , Kevin Kokot , Alexander Aue

The need for appropriate ways to measure the distance or similarity between data is ubiquitous in machine learning, pattern recognition and data mining, but handcrafting such good metrics for specific problems is generally difficult. This…

Machine Learning · Computer Science 2019-01-25 Aurélien Bellet , Amaury Habrard , Marc Sebban

For many machine learning algorithms such as $k$-Nearest Neighbor ($k$-NN) classifiers and $ k $-means clustering, often their success heavily depends on the metric used to calculate distances between different data points. An effective…

Computer Vision and Pattern Recognition · Computer Science 2010-03-03 Chunhua Shen , Junae Kim , Lei Wang

Classification is a core topic in functional data analysis. A large number of functional classifiers have been proposed in the literature, most of which are based on functional principal component analysis or functional regression. In…

Methodology · Statistics 2025-10-14 Ruoxu Tan , Yiming Zang
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