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A new vision in multidimensional statistics is proposed impacting severalareas of application. In these applications, a set of noisy measurementscharacterizing the repeatable response of a process is known as a realizationand can be seen as a single point in $mathbb{R}^N$. The projections of thispoint on the N axes correspond to the N measurements. The contemporary visionof a diffuse cloud of realizations distributed in $mathbb{R}^N$ is replaced bya cloud in the shape of a shell surrounding a topological manifold. Thismanifold corresponds to the processs stabilized-response domain observedwithout the measurement noise. The measurement noise, which accumulates overseveral dimensions, distances each realization from the manifold. Theprobability density function (PDF) of the realization-to-manifold distancecreates the shell. Considering the central limit theorem as the number ofdimensions increases, the PDF tends toward the normal distribution N($mu$,$sigma$^2) where $mu$ fixes the center shell location and $sigma$fixes the shell thickness. In vision, the likelihood of a realization is afunction of the realization-to-shell distance rather than therealization-to-manifold distance. The demonstration begins with the work ofClaude Shannon followed by the introduction of the shell manifold and ends withpractical applications to monitoring equipment.
Multidimensional Scaling (MDS) is a classical technique for embedding data in low dimensions, still in widespread use today. Originally introduced in the 1950s, MDS was not designed with high-dimensional data in mind; while it remains popular with da
This paper presents and analyzes an approach to cluster-based inference for dependent data. The primary setting considered here is with spatially indexed data in which the dependence structure of observed random variables is characterized by a known,
Data observed at high sampling frequency are typically assumed to be an additive composite of a relatively slow-varying continuous-time component, a latent stochastic process or a smooth random function, and measurement error. Supposing that the late
We introduce uncertainty regions to perform inference on partial correlations when data are missing not at random. These uncertainty regions are shown to have a desired asymptotic coverage. Their finite sample performance is illustrated via simulations and real data example.
We consider the searching for a trail in a maze composite hypothesis testing problem, in which one attempts to detect an anomalous directed path in a lattice 2D box of side n based on observations on the nodes of the box. Under the signal hypothesis,