Paradoxical Behavior of Multidimensional Data

Three counter-intuitive examples of how data behave in Multidimensional Euclidean Space.
437 téléchargements
Mise à jour 28 sept. 2015

Afficher la licence

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 (2024). Paradoxical Behavior of Multidimensional Data (https://www.mathworks.com/matlabcentral/fileexchange/53260-paradoxical-behavior-of-multidimensional-data), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2011b
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux
Catégories
En savoir plus sur Filter Banks dans Help Center et MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Publié le Notes de version
1.0.0.0

I have corrected a couple of bugs in hypernormal.m.

Added a nice promo picture.