Distance Metrics

Principal angles between two subspaces come from the SVD of the product of their orthonormal bases. Most subspace distances, including the Grassmann distance, are functions of those angles.

Using the squared Mahalanobis distance, which is chi-squared distributed under multivariate normality, to compare connectivity fingerprints between one cortical region and every other region, with Ledoit-Wolf covariance estimates and a check that the empirical distances follow the expected distribution.