4 ms·
Andrew 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-l
by RA_Fisher 9y ago
Andrew 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.