3 ms·
That 16x number is specific to a set of assumptions in the article. Is this just the Curse of Dimensionality in action? https://en.wikipedia.org/wiki/Curse_of_d
by rripken 9y ago
That 16x number is specific to a set of assumptions in the article.
Is this just the Curse of Dimensionality in action? https://en.wikipedia.org/wiki/Curse_of_dimensionality https://en.wikipedia.org/wiki/Curse_of_dimensionality
- RA_Fisher 9y agoAndrew calls it the blessing of dimensionality: http://andrewgelman.com/2004/10/27/the_blessing_of/ http://andrewgelman.com/2004/10/27/the_blessing_of/ Multi-level modeling's concept of partial pooling is really a killer feature.
- xitrium 9y agoBob Carpenter did a great case study on the this topic, for anyone new to it: http://mc-stan.org/users/documentation/case-studies/curse-dims.html http://mc-stan.org/users/documentation/case-studies/curse-di... Check out the graphs, especially of the euclidean distance from the mode of a random point as dimensions increase.
- evandijk70 9y agoIt's part of it, but the described effect is amplified by the fact that if there are n variables, there are (n^2-n)/2 potential interactions. This increases the risk of finding spurious correlations due to multiple testing.