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Discussion of: Treelets--An adaptive multi-scale basis for sparse unordered data

Abstract:

We congratulate Lee, Nadler and Wasserman (henceforth LNW) on a very interesting paper on new methodology and supporting theory [arXiv:0707.0481]. Treelets seem to tackle two important problems of modern data analysis at once. For datasets with many variables, treelets give powerful predictions even if variables are highly correlated and redundant. Maybe more importantly, interpretation of the results is intuitive. Useful insights about relevant groups of variables can be gained. Our comments...

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Publication status:
Published

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Publisher copy:
10.1214/08-AOAS137C

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Institution:
University of Oxford
Department:
Oxford, MPLS, Statistics
Role:
Author
Journal:
Annals of Applied Statistics
Volume:
2
Issue:
2
Pages:
478-481
Publication date:
2008-07-25
DOI:
EISSN:
1941-7330
ISSN:
1932-6157
URN:
uuid:253858b4-26b3-4c8f-a639-1a599e0727fd
Source identifiers:
97836
Local pid:
pubs:97836
Language:
English
Keywords:

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