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The DOI matches its Crossref record; 51 of the 51 references it cites were found in a registry or an index.

Statistical challenges of high-dimensional data

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Johnstone, Iain M., Titterington, D. Michael·2009·Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences

Abstract

Modern applications of statistical theory and methods can involve extremely large datasets, often with huge numbers of measurements on each of a comparatively small number of experimental units. New methodology and accompanying theory have emerged in response: the goal of this Theme Issue is to illustrate a number of these recent developments. This overview article introduces the difficulties that arise with high-dimensional data in the context of the very familiar linear statistical model: we give a taste of what can nevertheless be achieved when the parameter vector of interest is sparse, that is, contains many zero elements. We describe other ways of identifying low-dimensional subspaces of the data space that contain all useful information. The topic of classification is then reviewed along with the problem of identifying, from within a very large set, the variables that help to classify observations. Brief mention is made of the visualization of high-dimensional data and ways to handle computational problems in Bayesian analysis are described. At appropriate points, reference is made to the other papers in the issue.

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Metadata

Authors
Johnstone, I. M., & Titterington, D. M.
Venue
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
Published
2009-11-13
Volume
367
Issue
1906
Pages
4237-4253
ISSN
  • 1364-503X (ISSN-L)
  • 1471-2962
OpenAlex
W2153491803
Cited by
417
References
51
FWCI
5.19
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Statistical challenges of high-dimensional data. https://app.cochat.ai/papers/10.1098/rsta.2009.0159
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Johnstone, I. M., & Titterington, D. M. (2009). Statistical challenges of high-dimensional data. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences. https://doi.org/10.1098/rsta.2009.0159

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