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New Statistical Algorithms for the Analysis of Mass - FU Berlin, FB MI ...

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88 CHAPTER 4. (BIO-)MEDICAL APPLICATIONS<br />

Figure 4.3.6: This figure shows <strong>the</strong> steps that are per<strong>for</strong>med to achieve reduction<br />

<strong>of</strong> dimensionality starting with a spectrum <strong>of</strong> about 100.000 dimensions to a point in<br />

R 3 .<br />

3. Choosing <strong>the</strong> metric (see section 3.7) involves detecting significant<br />

signals and identifying a set <strong>of</strong> <strong>the</strong> most relevant peaks that can represent<br />

a spectrum. This in<strong>for</strong>mation is <strong>the</strong>n used to build <strong>the</strong> metric.<br />

Commonly, <strong>the</strong> following two basic strategies <strong>for</strong> dimensionality reduction<br />

are used: (a) use a subset <strong>of</strong> relevant variables to construct <strong>the</strong> model (variable<br />

selection). That is, to find a subset <strong>of</strong> d ′ variables where d ′

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