Cross-Dimensional Inference of Dependent High-Dimensional Data
依赖高维数据的跨维度推断
A growing number of modern scientific problems in areas such as genomics, neurobiology, and spatial epidemiology involve the measurement and analysis of thousands of related features that may be stochastically dependent at arbitrarily strong levels. In this work, we consider the scenario where the features follow a multivariate Normal distribution. We demonstrate that dependence is manifested as random variation shared among features, and that standard methods may yield…