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A problem of dimensionality: a simple example
1Naval Research Laboratory, Washington, DC 20375.
Abstract:
In pattern recognition problems it has been noted that beyond a certain point the inclusion of additional parameters (that have been estimated) leads to higher probabilities of error. A simple problem has been formulated where the probability of error approaches zero as the dimensionality increases and all the parameters are known; on the other hand, the probability of error approaches one-half as the dimensionality increases and parameters are estimated.
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