Article ID Journal Published Year Pages File Type
1146296 Journal of Multivariate Analysis 2010 16 Pages PDF
Abstract

This paper analyzes a data mining/bump hunting technique known as PRIM [1]. PRIM finds regions in high-dimensional input space with large values of a real output variable. This paper provides the first thorough study of statistical properties of PRIM. Amongst others, we characterize the output regions PRIM produces, and derive rates of convergence for these regions. Since the dimension of the input variables is allowed to grow with the sample size, the presented results provide some insight about the qualitative behavior of PRIM in very high dimensions. Our investigations also reveal some shortcomings of PRIM, resulting in some proposals for modifications.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
, ,