Limit Theorems as Blessing of Dimensionality: Neural-Oriented Overview

As a system becomes more complex, at first, its description and analysis becomes more complicated. However, a further increase in the system’s complexity often makes this analysis simpler. A classical example is Central Limit Theorem: when we have a few independent sources of uncertainty, the resulting uncertainty is very difficult to describe, but as the number of such sources increases, the resulting distribution gets close to an easy-to-analyze normal one—and indeed, normal distributions are ubiquitous. We show that such limit theorems often make analysis of complex systems easier—i.e., lead to blessing of dimensionality phenomenon—for all the aspects of these systems: the corresponding transformation, the system’s uncertainty, and the desired result of the system’s analysis.