Paper Abstract and Keywords |
Presentation |
2014-11-17 17:00
[Poster Presentation]
Approximate Models of Probability Distributions for Principal Components of Sample Mahalanobis Distances
-- About Each Element and Partial Sum of Sample Mahalanobis Distances -- Yasuyuki Kobayashi (Teikyo Univ.) IBISML2014-37 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
Probability distributions of the principal components and their partial sum, into which a sample Mahalanobis distance is decomposed by the eigenvalues and eigenvectors of the sample covariance matrix, are said to follow F distributions. However, the distributions do not follow F distributions when the number of the learning sample is small. This report has proposed approximate models of the distributions with χ^2 or gamma distributions by analysis of the delta method in mathematical statistics, and has obtained more coincident results with the approximate models than with F distributions by numerical experiments. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Mahalanobis distance / principal components / partial sum / probability distribution / approximate models / / / |
Reference Info. |
IEICE Tech. Rep., vol. 114, no. 306, IBISML2014-37, pp. 17-24, Nov. 2014. |
Paper # |
IBISML2014-37 |
Date of Issue |
2014-11-10 (IBISML) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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IBISML2014-37 |
Conference Information |
Committee |
IBISML |
Conference Date |
2014-11-17 - 2014-11-19 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Nagoya Univ. |
Topics (in Japanese) |
(See Japanese page) |
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Paper Information |
Registration To |
IBISML |
Conference Code |
2014-11-IBISML |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Approximate Models of Probability Distributions for Principal Components of Sample Mahalanobis Distances |
Sub Title (in English) |
About Each Element and Partial Sum of Sample Mahalanobis Distances |
Keyword(1) |
Mahalanobis distance |
Keyword(2) |
principal components |
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partial sum |
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probability distribution |
Keyword(5) |
approximate models |
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1st Author's Name |
Yasuyuki Kobayashi |
1st Author's Affiliation |
Teikyo University (Teikyo Univ.) |
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Speaker |
Author-1 |
Date Time |
2014-11-17 17:00:00 |
Presentation Time |
180 minutes |
Registration for |
IBISML |
Paper # |
IBISML2014-37 |
Volume (vol) |
vol.114 |
Number (no) |
no.306 |
Page |
pp.17-24 |
#Pages |
8 |
Date of Issue |
2014-11-10 (IBISML) |