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.