Melnykov, Igor; Melnykov, Volodymyr - In: Statistics & Probability Letters 84 (2014) C, pp. 88-95
The K-means algorithm is commonly used with the Euclidean metric. While the use of Mahalanobis distances seems to be a straightforward extension of the algorithm, the initial estimation of covariance matrices can be complicated. We propose a novel approach for initializing covariance matrices.