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This submission provides three examples of at least paradoxical phenomena that happen in higher dimensions:
Example A proves that the greatest volume part of a hypercube is concentrated at its corners.
Example B proves that virtually all of the content of a hypersphere is concentrated close to its surface.
Finally, Example C also proves that the probability mass of a multivariate Normal distribution exhibits a rapid
migration into the extreme tails. In very high dimensions, virtually the entire sample will be in the distribution tails!
The theory of these examples was reproduced from the book:
"Multivariate Density Estimation - Theory, Practice, and Visualization" by David W. Scott, 1992, John Wiley & Sons, Inc.
I confirmed the theoretical formulas by use of Monte Carlo simulations because originally I had trouble to believe them!
Citation pour cette source
Ilias Konsoulas (2026). Paradoxical Behavior of Multidimensional Data (https://fr.mathworks.com/matlabcentral/fileexchange/53260-paradoxical-behavior-of-multidimensional-data), MATLAB Central File Exchange. Extrait(e) le .
Informations générales
- Version 1.0.0.0 (97,5 ko)
Compatibilité avec les versions de MATLAB
- Compatible avec toutes les versions
Plateformes compatibles
- Windows
- macOS
- Linux
| Version | Publié le | Notes de version | Action |
|---|---|---|---|
| 1.0.0.0 | I have corrected a couple of bugs in hypernormal.m. Added a nice promo picture. |
