Abstract
UNEQ is a parametric probabilisic class-modelling technique that makes use of the Hotelling's T2 distribution and can be considered as the modelling version of quadratic discriminant analysis. The class of interest is described by an elliptical space built around the barycentre of training data points of the class, namely the centroid vector. Orientation and eccentricity of the elliptical class space, respectively, describe correlation between the variables and their dispersion, while the width of the class space is determined according to the critical value of Hotelling’s T2 statistics at a pre-determined confidence level.
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