BIRS Workshop Lecture Videos

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BIRS Workshop Lecture Videos

Pairwise Mahalanobis distances in the context of local outlier detection Filzmoser, Peter


The Mahalanobis distance between pairs of multivariate observations is used as a measure of similarity between the observations. The theoretical distribution is derived, and the result is used for judging on the degree of isolation of an observation. In case of spatially dependent data where spatial coordinates are available, different exploratory tools are introduced for studying the degree of isolation of an observation from a fraction of its neighbors, and thus to identify local multivariate outliers.

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