Noisy data clusters are hollow
Abstract
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 . The projections of thispoint on the N axes correspond to the N measurements. The contemporary visionof a diffuse cloud of realizations distributed in is replaced bya cloud in the shape of a shell surrounding a topological manifold. Thismanifold corresponds to the process's 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(,^2) where fixes the center shell location and 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.
Keywords
Cite
@article{arxiv.1506.03318,
title = {Noisy data clusters are hollow},
author = {François Léonard},
journal= {arXiv preprint arXiv:1506.03318},
year = {2016}
}
Comments
Ce sujet fut pr{\'e}sent{\'e} {\`a} la conf{\'e}rence Joint Statistical Meetings 2015 {\`a} Seattle. Ce documentest publi{\'e} dans le Compendium de la conf{\'e}rence. in Joint Statistical Meetings 2015, Aug 2015, Seattle, United States. JSM 2015 Proceedings, 2015