基于熵理论的加权马氏距离及其应用

Weighted Mahalanobis distance based on the entropy theory and its application

分析了加权马氏距离判别分析中的权值问题,提出了用熵理论来确定加权马氏距离中权值的方法。实证分析显示基于熵理论的加权马氏距离要优于基于主成分的加权马氏距离。

Weighted problem in the weighted Mahalanobis Distance is discussed here. In the new approach, the weight can be accurately determined with the entropy theory. Simulation results illustrate that the weighted Mahalanobis Distance based on entropy theory superior to the weighted Mahalanobis Distance based on the Principal Component Analysis.