A problem of dimensionality: a simple example

IEEE Trans Pattern Anal Mach Intell. 1979 Mar;1(3):306-7. doi: 10.1109/tpami.1979.4766926.

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.