Paradoxical Behavior of Multidimensional Data

Three counter-intuitive examples of how data behave in Multidimensional Euclidean Space.
437 descargas
Actualizado 28 sep 2015

Ver licencia

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!

Citar como

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

Compatibilidad con la versión de MATLAB
Se creó con R2011b
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
Categorías
Más información sobre Filter Banks en Help Center y MATLAB Answers.

Community Treasure Hunt

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

Start Hunting!
Versión Publicado Notas de la versión
1.0.0.0

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

Added a nice promo picture.