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Recently, an interpretation of the whitened cosine similarity measure as a Bayes decision rule was proposed (C. Liu, "The Bayes Decision Rule Induced Similarity Measures,'' IEEE Trans. Pattern Analysis and Machine Intelligence, vol. 29, no. 6, pp. 1086-1090, June 2007. This communication makes the observation that some of the distributional assumptions made to derive this measure are very restrictive and, considered simultaneously, even inconsistent.
Statistical, Classifier design and evaluation
Marco Loog, "On Distributional Assumptions and Whitened Cosine Similarities", IEEE Transactions on Pattern Analysis & Machine Intelligence, vol. 30, no. , pp. 1114-1115, June 2008, doi:10.1109/TPAMI.2007.70838
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