Dec 19, 2009
Bhattacharyya metric for multivariate gaussians
Post @ 21:20:21 | Bhattacharyya
The Bhattacharyya metric for multivariate gaussians
is given by
The geometry is spherical on renormalized density functions.
Bhattacharyya with Mahalanobis distances were precursors of the Fisher-Rao Riemannian distances.
Frank.
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