High Dimensional Big Data and Pattern Analysis: A Tutorial

Sensors and actuators embedded in physical objects being linked through wired/wireless networks known as "internet of things" are churning out huge volumes of data (McKinsey Quarterly report, 2010). This phenomenon has led to the archiving of mammoth amounts of data from scientific simulations in the physical sciences and bioinformatics, to social media and a plethora of other areas. It is predicted that over 30 billion devices with 200 billion intermittent connections will be connected by 2020. The creation and archival of the massive amounts of data spawned a multitude of industries. Data management and up-stream analytics is aided by data compression and dimensionality reduction. This review paper will focus on some foundational methods of dimensionality reduction by examining in extensive detail some of the main algorithms, and points the reader to emerging next generation methods that seek to identify structure within high dimensional data not captured by 2nd order statistics.

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