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Comparing histogram data using a Mahalanobis-Wasserstein distance. (English) Zbl 1147.62054

Brito, Paula (ed.), COMPSTAT 2008. Proceedings in computational statistics. 18th symposium held in Porto, Portugal, August 24–29, 2008. With CD-ROM. Heidelberg: Physica-Verlag (ISBN 978-3-7908-2083-6/pbk). 77-89 (2008).
Summary: We present a new distance for comparing data described by histograms. The distance is a generalization of the classical Mahalanobis distance for data described by correlated variables. We define a way to extend the classical concept of inertia and codeviance from a set of points to a set of data described by histograms. The same results are also presented for data described by continuous density functions (empirical or estimated). An application to real data is performed to illustrate the effects of the new distance using dynamic clustering.
For the entire collection see [Zbl 1144.65002].

MSC:

62H30 Classification and discrimination; cluster analysis (statistical aspects)
62H05 Characterization and structure theory for multivariate probability distributions; copulas
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