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High-Dimensional Data Analysis: The Curses and Blessings of Dimensionality (2000)

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by David L. Donoho
Citations:167 - 0 self
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BibTeX

@MISC{Donoho00high-dimensionaldata,
    author = {David L. Donoho},
    title = { High-Dimensional Data Analysis: The Curses and Blessings of Dimensionality},
    year = {2000}
}

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Abstract

The coming century is surely the century of data. A combination of blind faith and serious purpose makes our society invest massively in the collection and processing of data of all kinds, on scales unimaginable until recently. Hyperspectral Imagery, Internet Portals, Financial tick-by-tick data, and DNA Microarrays are just a few of the betterknown sources, feeding data in torrential streams into scientific and business databases worldwide. In traditional statistical data analysis, we think of observations of instances of particular phenomena (e.g. instance ↔ human being), these observations being a vector of values we measured on several variables (e.g. blood pressure, weight, height,...). In traditional statistical methodology, we assumed many observations and a few, wellchosen variables. The trend today is towards more observations but even more so, to radically larger numbers of variables – voracious, automatic, systematic collection of hyper-informative detail about each observed instance. We are seeing examples where the observations gathered on individual instances are curves, or spectra, or images, or

Keyphrases

high-dimensional data analysis    financial tick-by-tick data    coming century    betterknown source    wellchosen variable    systematic collection    blood pressure    traditional statistical data analysis    hyperspectral imagery    particular phenomenon    traditional statistical methodology    several variable    hyper-informative detail    individual instance    serious purpose    trend today    many observation    observed instance    blind faith    business database    internet portal    torrential stream    dna microarrays   

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