High dimensional statistics seems to be hot nowadays. What are the main differences, in terms of questions and problems it tries to solve, as well as the mathematical tools used, between "traditional" statistics and high dimensional statistics?

  • $\begingroup$ One point of view, you have a system of linear equations with more unknowns than equations, so your system is not solvable (it's not invertible), hence you need approximate or numerical solutions. Also that whole curse of dimensionality comes into play. $\endgroup$ – user2974951 Dec 6 '18 at 9:37

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