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1answer
21 views

Mahalanobis distance in a hierarchical cluster analysis in SPSS

I am conducting a hierarchical cluster analysis in SPSS on my database with several neuropsychological and psychiatric variables. In my database, some of my variables (that is: two pairs of variables) ...
0
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1answer
19 views

Order of Matrix Operations in Mahalanobis Calculations

I'm teaching myself to translate equations to code after many years of letting my math skills atrophy, and am trying to do it on my own as much as possible. I've run into a couple of difficult ...
2
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0answers
7 views

Statistics: Estimating U.S. population-weighted average temperature from 100+ daily airport station measurements [migrated]

I have recently signed up for a developer's key for the Census API (http://www.census.gov/developers/) and will be using a Python wrapper class to access the Census database. My goal is to find the ...
0
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0answers
28 views

How to make a distance correlation matrix? [closed]

I'm searching for a method or an existing package to calculate the distance correlation matrix. The package 'energy' seems only able to calculate the distance correlation between two samples. I ...
0
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2answers
39 views

Dynamic Time Warping for irregular time series

I have been reading a lot about Dynamic Time Warping (DTW) lately. I am very surprised that there is no literature at all on the application of DTW to irregular time series, or at least I could not ...
0
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0answers
30 views

R. function hclust, euclidean distances and cosines

My data is a table of cosines and I want to analyze it with hclust, which works on squared Euclidean distances. shall I do: d <- dist(mydata, method = "euclidean") fit <- hclust(d, ...
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0answers
15 views

Weighing a variable based on distance to a known date

In a bankruptcy model, you want to assign a higher weight to a variable as a big event date approaches (such as a company's quarterly earnings announcement date) and you reverse this weighing as you ...
2
votes
2answers
104 views

How to visualize the comparison of 3 different types of distances among objects

I need to calculate the difference between six time series in three ways: Time Series are: Kamel, Dumper, Graben, Traktor, Generator Methods are: Euclidean distance, Manhattan distance and maximum ...
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0answers
26 views

Representing a distance matrix in the plane [duplicate]

I've worked with observations as vectors with both continuous and categorical variables. In both cases one can use dimensionality reduction techniques such as PCA (in the latter case through ...
1
vote
1answer
34 views

Extract (ultrametric) distances from hclust or dendrogram

How can the matrix of (ultrametric) distances be extracted from the result of hclust (or a dendrogram in general) in R? The ...
0
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0answers
60 views

Computing a distance matrix between multiple multivariate time series

This question has also been asked on stackoverflow.com. Yet my aim is to ask for efficiency gains on the aforementioned platform. My aim here is the correctness of my approach. I am trying to cluster ...
0
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0answers
32 views

Dissimilar to multiple points

I have a few points in multiple dimensions. I am able to compute similarity between those items (using, say Cosine distance). For example, ...
1
vote
1answer
22 views

calculate Levenshtein Distance for web click stream data

I want to calculate Levenshtein Distance between to web click paths. I have a web page list around 500. ...
0
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0answers
32 views

How to test the significance of clusters?

How can one test the significance of the clusters obtained after a clustering procedure? Are there separate tests for the distance/similarity/dissimilarity measure used to get the distance matrix and ...
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3answers
327 views

Calculate the Kullback-Leibler Divergence in practice?

I am using KL Divergence as a measure of dissimilarity between 2 $p.m.f.$ $P$ and $Q$. $$D_{KL}(P||Q) = \sum_{i=1}^N \ln \left( \frac{P_i}{Q_i} \right) P_i$$ $$=-\sum P(X_i)ln\left(Q(X_i)\right) + ...
3
votes
0answers
34 views

Using similarity matrix to measure diversity of a group

I wish to measure the "diversity" of a group of objects. Right now I'm using Euclidean distance to compute the similarity matrix between all the objects in the group. I'm searching for a measure of ...
1
vote
0answers
52 views

PDF for net displacement of bivariate normal X and Y

this is my first post on StackExchange so I hope I'm posting in the right place. I'm trying to derive the correct probability density function for the net displacement of random variables X and Y ...
2
votes
1answer
72 views

Distribution of distance from center of sample group

We have a bivariate normal process where $X, Y \sim N(0, \sigma)$, with no covariance. (For convenience we can assert that $\sigma = 1$, or that we have a good estimate for its value.) What is the ...
1
vote
1answer
60 views

Problem with estimating probability using the multivariate Gaussian

I'm working on a problem where I need to find the probability of a given data sample belonging to a give class using the Bayes Theorem for classification. From everything I've been able to find so ...
-1
votes
1answer
57 views

Cluster with distance threshold in R

I'd like to get clusters with a maximum inner distance threshold. Now I use hc <- hclust(d) and cutree(hc, numofclasses). ...
1
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0answers
40 views

Average minimum distance between two random vectors

Let $\mathbf{y_1} =\begin{bmatrix}g_1x_1 & g_2x_1 & \dots & g_Nx_1 \end{bmatrix}$ and $\mathbf{y_2} = \begin{bmatrix} f_1x_2 & f_2x_2 & \dots & f_Nx_2\end{bmatrix}$. All the ...
2
votes
1answer
89 views

Multidimensional Scaling “eurodist”

I have a question regarding Multidimensional Scaling. I used the dataset eurodist from the package datasets to generate a 2 ...
0
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0answers
9 views

Too Large Values with Assembled Distance Transform

I am trying to apply ADT as a distance between two images or their DCT coefficents. The ADT is given as (image taken from "Bidirectional PCA with assembled matrix distance metric for image recognition ...
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0answers
41 views

How genetic beta-diversity reflects traditional beta-diversity?

Im trying to figure out how betadisper {vegan, R}, and more specifically how the 'average distance to median' relates to betadiversity in a more traditional sense. betadisper calculates the variance ...
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0answers
115 views

Normalized cross correlation vs Euclidean distance in template matching

What is the difference between normalized cross-correlation and Euclidean distance in pattern recognition? -- especially if we want to do recognition with template matching. I understand about ...
0
votes
1answer
26 views

Distance Transform In Image?

I understand how to compute Distance Transform for BW image In BW image we can calculate the distance of the pixel with non zero pixel value using Eucledian Distance. But I dont undertand how to ...
0
votes
1answer
30 views

string clustering: similarity criterion

I have a set of strings of dimension $10,000$. I want to group similar strings together in one group, perform clustering. As string metric, I am using the ...
3
votes
1answer
127 views

Is there an intuitive characterization of distance correlation?

I've been staring at the wikipedia page for distance correlation where it seems to be characterized by how it can be calculated. While I could do the calculations I struggle to get what distance ...
3
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2answers
131 views

Confidence interval for distance from center

We have a bivariate normal process where $X \sim N(\mu_x, \sigma), \, Y \sim N(\mu_y, \sigma)$, with no covariance. $(\mu_x, \mu_y)$ are unknown. (For convenience we can assert that $\sigma = 1$, or ...
0
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0answers
42 views

Learning from distance matrices

I have a task to build multi-task classification model based on distance (similarity) matrix only. They are already precalculated and no changes here can be applied. Can you, please, recommend me ...
1
vote
0answers
35 views

Why it is better to use the cumulative distribution to compute distances?

In the comments of this question, it was pointed out that, when comparing two distributions, it is more natural and more general use the cumulative distribution (CDF) instead of the distribution ...
0
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0answers
43 views

Distance between nominal vectors: a review

I have a seemingly easy question which however is troubling me a bit. I have couples of vectors made up of nominal attributes. They can be of different length and sometimes some of the attributes in ...
1
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0answers
23 views

Computing a “concentration of event occurrence” index

I'm looking at the concentration of an event occurrences in a given interval of time. For example, we suppose that an event occurred 4 times in an interval of length 10. I can represent this as a ...
2
votes
0answers
78 views

Genetic distance over spatial scales

I have matrices of genetic distances for x number of individuals within a population and their corresponding point coordinates -one genetic distance matrix per point coordinates. I was imagining ...
1
vote
1answer
100 views

Jensen-Shannon divergence for finite samples

I have two finite samples $s_1$ and $s_2$ and two distributions $p_1(s_1)$ and $p_2(s_2)$ that are associated to these samples. I'm essentially interested to measure the distance or similarity between ...
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0answers
22 views

Distance from bivariate Gaussian mean in terms of variance

Not sure if my question is a valid one but I will just put it out here. Consider a bivariate data set $(x_i, y_i)$ $[i=1,...,n]$ to which a bivariate Gaussian Distribution is fitted. Now, consider ...
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1answer
65 views

Earth Mover's Distance (EMD) between two Gaussians

Is there a close formula (or some kind of bound) on the EMD between $x_1\sim N(\mu_1, \Sigma_1)$ and $x_2 \sim N(\mu_2, \Sigma_2)$?
1
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0answers
100 views

Summing up two matrices of distances among centroids

I am ecologist, using mainly the 'vegan' R package. I want to combine ('cbind') 2 matrices (sample x species) but samples (row) are different. I sampled within 24 sites, by using 2 distinct methods, ...
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0answers
76 views

Finding the best path through the matrix in DTW

I have two time series q and c and I want to calculate dynamic time wrapping (DTW) distance between these two time series: ...
3
votes
1answer
73 views

Multi-variate normal distribution distance from vector sub-space

let X $\sim {\cal N}(\mu,C)$ be a random variable obeying multi-variate normal distribution in $\mathbb{R}^n$ and $U \subset \mathbb{R}^n$ be a vector space with $\dim(U)=n-1$. What is the probability ...
1
vote
1answer
92 views

Cook's distance and $R^2$

I am currently running a linear regression and calculating its $R^2$ After that. I calculate the Cook's distance of all points and throw away from the analysis all of the points with a distance ...
1
vote
1answer
88 views

Support Vector Machine for Longitude-Latitude data

I am wondering if someone could point me to the direction of support vector machines being used for longitude latitude. It seems logical that the possible complexity in SVM would be great for ...
2
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2answers
1k views

Which distance to use? e.g., manhattan, euclidean, Bray-Curtis, etc

I am not community ecologists but working these days on community ecology data. What I couldnt understand, apart from the mathematics of these distances, is the criteria to which distance to be used ...
0
votes
1answer
189 views

Use of a Poisson distribution from a distance matrix to determine dbscan parameters

I´ve been researching about automatic determination of parameters for DBSCAN (a density-based clustering algorithm -- http://en.wikipedia.org/wiki/DBSCAN), especially eps, and have found the following ...
1
vote
1answer
52 views

How to make similarity matrix from two distributions?

My domain expertise is not in statistics, therefore my question might sound stupid to you. I have two different distributions, first has studentIDs as columns and features in row. First Distribution ...
0
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0answers
9 views

Population specific attributes to pairwise distances: How to choose a distance?

I've collected a lot of data for different populations and I need to convert them into a pairwise distance measure. There are several distances such as , Bray-Curtis and Manhattan distances. My ...
0
votes
2answers
50 views

Negative values distance model between 2 sets

I have two sets, $A$ and $B$, containing string values. I am trying to model the relationship between sets $A$ and $B$ by computing the following distance: $d = \frac{ \mid A \mid + \mid B \mid- \mid ...
0
votes
0answers
78 views

Is there a term that refers to the distance of an object from the mean?

I am trying to rephrase this sentence: I will compare the difference between the deviation of the student's midterm exam mark in this class from the class average with the deviation of the marks ...
2
votes
1answer
66 views

Distance weighted probability

I would like to know if what I want to calulate has probability of presence/absence is valid or not, and the best way to do it. I have a collection of points, and each point has 5 neighbors. For ...
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0answers
310 views

Vector space model: cosine similarity vs euclidean distance

I have corpora of classified text. From these I create vectors. Each vector corresponds to one document. Vector components are word weights in this document computed as TFIDF values. Next I build a ...