Computationally Intensive Techniques

Abstract

It is generally accepted that training in statistics must include some exposure to the mechanics of computational statistics. This exposure to computational methods is of an essential nature when we consider extremely high-dimensional data. Computer-aided techniques can help us to discover dependencies in high dimensions without complicated mathematical tools. A draftman’s plot (i.e. a matrix of pairwise scatterplots like in Fig. 1.​14) may lead us immediately to a theoretical hypothesis (on a lower dimensional space) on the relationship of the variables. Computer-aided techniques are therefore at the heart of multivariate statistical analysis.