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Analysis of Multivariate and High-Dimensional Data by Inge Koch

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1

Multidimensional Data

Denken ist interessanter als Wissen, aber nicht als Anschauen (Johann Wolfgang von Goethe, Werke – Hamburger Ausgabe Bd. 12, Maximen und Reflexionen, 1749–1832). Thinking is more interesting than knowing, but not more interesting than looking at.

1.1 Multivariate and High-Dimensional Problems

Early in the twentieth century, scientists such as Pearson (1901), Hotelling (1933) and Fisher (1936) developed methods for analysing multivariate data in order to

understand the structure in the data and summarise it in simpler ways;

understand the relationship of one part of the data to another part; and

make decisions and inferences based on the data.

The early methods these scientists developed are linear; their conceptual ...

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