Statistical Physics of High-Dimensional Statistical Inference
A special issue of Entropy (ISSN 1099-4300). This special issue belongs to the section "Statistical Physics".
Deadline for manuscript submissions: closed (7 December 2022) | Viewed by 196
Special Issue Editor
Special Issue Information
Dear Colleagues,
Extensive quantities of data are now available in many commercial, scientific and medical settings, due to the decreasing cost of high-throughput measurement devices and data storage, as well as a rapid increase computing power. The common aim for studying such data is to infer regularities with which to predict future values and/or identify optimal interventions. Unfortunately, most statistical inference methods were developed for the regime with a number of data samples much larger than the data dimensions (i.e., the number of measured variables per sample). If the dimensions are too large, most inference protocols are unreliable due to overfitting. This limitation, with increasingly high-dimensional data, has become a serious bottleneck for many disciplines.
In the past, overfitting was intuitively observed and understood, but a precise quantitative understanding of its detailed mechanisms and effects was lacking. In recent years, several authors have shown that high-dimensional statistical inference can be successfully modelled upon adopting a statistical physics perspective, which deals with ‘typical-case’ scenarios, unlike the ‘worst-case’ analysis more prevalent in statistics and computer science. Within statistical physics, the techniques from disordered (or complex) systems are particularly effective. These techniques have significantly improved our quantitative understanding of the overfitting phenomenon in parametrized and semi-parametrized inference models and led to novel and effective methods regarding high-dimensional inferences.
This Special Issue aims to create an overview of these new developments, and we warmly welcome contributions from authors working in the general area of statistical mechanical approaches to high-dimensional inferences.
Prof. Dr. Anthonius C.C. Coolen
Guest Editor
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Keywords
- high-dimensional inference
- overfitting
- statistical physics
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