Questions tagged [mahalanobis]

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When running a multivariate linear regression analysis, are both dependent and independent variables scanned for outliers?

I want to run a multiple regression analysis using SPSS. I have used the Mahalanobis d square method to find outliers, however my question is, do I add the dependent variable to the list of ...
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32 views

How to determine an appropriate “closeness” threshold when matching for causal inference?

Say I have a [yes/no] treatment variable (e.g. the customer complained about their order) and I want to estimate the causal impact of this "treatment" on the average customer's future spend. ...
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46 views

Anomaly/Outlier Detection for Arbitrary Shaped Data?

The following plots use the data from Kaggle's House Prices competition. SalePrice is the target variable. I want to find a method to identify outliers (as shown in red in plot 3 & 4) ...
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9 views

When to and When not to use time series approaches for anomaly detection?

I am reading several blogs and github repos about doing anomaly detection on IMS bearing data. Here is the time series plot of 4 bearing measurements. In this example blog, the author divides the ...
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53 views

Anomaly detection using Mahalanobis distance

I am using Mahalanobis distance to identify outliers. I am training using kind of one class classification,by training only on positive samples and trying to predict negative samples using distance ...
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24 views

Detect outliers / detect classes

Currently I have a dataset that contains several products with different prices and quantities. My goal is to detect if the given product was sold as a package or as a unit and I have used the ...
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Instability in Calculating Mahalanobis Distance

I am trying to calculate Mahalanobis distance from a point to a cluster of points. The code below does that. ...
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1answer
43 views

Mahalanobis Distance for Continuous and Ordinal Covariates

My dataset of home sales includes covariates such as square_feet which are continuous and others like num_bedrooms which are in <...
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Transforming Covariate Matrix to Mahalanobis Space

I am applying Mahalanobis matching and want to visualize it at a lower dimension with PCA. This post illustrates how the Mahalanobis distance can be seen as the distance between points with shifted ...
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Covariance of Mahalanobis distances

Assume that $X_1,\ldots,X_n$ iid $N_2(0,\Sigma_x)$ and $Y_1,\ldots,Y_m$ iid $N_2(0,\Sigma_y)$ are independent random vectors and $\Sigma_x \stackrel{rot}{=} \Sigma_y$ (are the same covariance matrices ...
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70 views

Why does this formula produce $p_{2}$ probabilities for Mahalanobis distances?

At the IBM website it is written that The p1 probabilities are standard probabilities of an observation from a multivariate normal distribution being that far or further from the centroid, ...
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Equivalence between Mahalanobis distance and PCA (mathematical proof) [duplicate]

From this article and this post it emerges the strong connection between Mahalanobis distance and PCA. In particular in the first article I reference it says: " the squared Mahalanobis distance is ...
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31 views

Discordance between various methods of multivariate outliers detection

Here is a small "toy example" dataset, with 15 individuals described by 6 variables (this is R language): ...
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291 views

Understanding the R stats mahalanobis() function's Output

An acquaintance recommended I use the Mahalanobis distance on my data instead of Euclidean, Manhattan, etc. I tried using the mahalanobis() function in the R stats package on a data matrix with N ...
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92 views

How can I use factor analysis to identify variables that contribute most to Mahalanobis distance?

I have 400 samples chemically analysed for 48 elements. Some elements are correlated. My goal is to identify outliers in a multivariate space, samples that are unique in their composition. I compute ...