## Solved – Mahalanobis distance via PCA when $n<p$

I have an $ntimes p$ matrix, where $p$ is the number of genes and $n$ is the number of patients. Anyone whose worked with such data knows that $p$ is always larger than $n$. Using feature selection I have gotten $p$ down to a more reasonable number, however $p$ is still greater than $n$. I … Read more