Timeline for Ways to measure distance from multivariate Gaussian (Mahalanobis distance)
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
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| Feb 28, 2013 at 18:58 | history | edited | user603 | CC BY-SA 3.0 |
added 68 characters in body
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| Feb 28, 2013 at 14:56 | comment | added | user603 | I wouldn't know, I don't use matlab...but I beleive there is svd in matlab so why not simply get V_W^*? | |
| Feb 28, 2013 at 14:42 | comment | added | Aly | so is what you have mentioned is equivalent to me using pinv in matlab? | |
| Feb 28, 2013 at 14:14 | comment | added | user603 | where is that coming from? The method I suggest above involves 3 equations....none of which mentions setting anything to 0. Your SVD routine will itself remove the components with no variance. | |
| Feb 28, 2013 at 13:56 | comment | added | Aly | thanks, so if I make the small singular values in the V matrix set to zero, this should reduce the instability in the calculation of the pseudoinverse? | |
| Feb 28, 2013 at 13:14 | comment | added | user603 | @Aly here or also here | |
| Feb 28, 2013 at 12:30 | comment | added | Aly | Can you provide a reference to this distance measure? | |
| Feb 14, 2013 at 11:48 | vote | accept | Aly | ||
| Feb 13, 2013 at 15:38 | history | answered | user603 | CC BY-SA 3.0 |