Alberto Ruiz
Kernel Mahalanobis Distance
Generalized inner products (kernel functions) allow nonlinear data processing using essentially linear techniques. One of the most important kernel algorithms is Vapnik's Support Vector Machine.
Concise version of Ruiz, A., López-de-Teruel, P.E. (2001). "Nonlinear Kernel-Based Statistical Pattern Analysis". IEEE Transactions on Neural Networks, vol. 12, no.1, pp.16-32.
Mathematica notebook with a simple implementation of Kernel Mahalanobis Distance.
Efficient C implementation of the main algorithms explained in the paper.
Updated 20 September 2003