On the Generalization of the Mahalanobis Distance

  • Gabriel Martos
  • Alberto Muñoz
  • Javier González
Part of the Lecture Notes in Computer Science book series (LNCS, volume 8258)


The Mahalanobis distance (MD) is a widely used measure in Statistics and Pattern Recognition. Interestingly, assuming that the data are generated from a Gaussian distribution, it considers the covariance matrix to evaluate the distance between a data point and the distribution mean. In this work, we generalize MD for distributions in the exponential family, providing both, a definition in terms of the data density function and a computable version. We show its performance on several artificial and real data scenarios.


Mahalanobis Distance Outlier Detection Texture Image Exponential Family Bregman Divergence 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  • Gabriel Martos
    • 1
  • Alberto Muñoz
    • 1
  • Javier González
    • 2
  1. 1.Department of StatisticsUniversity Carlos IIIMadridSpain
  2. 2.J. Bernoulli Institute for Mathematics and Computer ScienceUniversity of GroningenThe Netherlands

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