John Moeller started a new blog called on Topology. Today’s post looks at how the Gaussian distribution behaves as dimension increases.
So the points that follow the distribution mostly sit in a thin shell around the mean. But the density function still says that the density is highest at the mean. Now that’s weird.
A week ago Moeller wrote a post on a similar topic, looking at the volumes of spheres and cubes as dimension increases.
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John, thanks for the shout-out! Glad you liked the posts.