Geometric representation of high dimension, low sample size data

被引:296
|
作者
Hall, P
Marron, JS [1 ]
Neeman, A
机构
[1] Univ N Carolina, Dept Stat, Chapel Hill, NC 27599 USA
[2] Australian Natl Univ, Canberra, ACT, Australia
关键词
chemometrics; large dimensional data; medical images; microarrays; multivariate analysis; non-standard asymptotics;
D O I
10.1111/j.1467-9868.2005.00510.x
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
High dimension, low sample size data are emerging in various areas of science. We find a common structure underlying many such data sets by using a non-standard type of asymptotics: the dimension tends to infinity while the sample size is fixed. Our analysis shows a tendency for the data to lie deterministically at the vertices of a regular simplex. Essentially all the randomness in the data appears only as a random rotation of this simplex. This geometric representation is used to obtain several new statistical insights.
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页码:427 / 444
页数:18
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