Peter Hall’s Work on High-Dimensional Data and Classification

Abstract

In this article, I summarise Peter Hall’s contributions to high-dimensional data, including their geometric representations and variable selection methods based on ranking. I also discuss his work on classification problems, concluding with some personal reflections on my own interactions with him. This article complements Chen (2016), Cheng and Fan (2016), Delaigle (2016) and Müller (2016), which focus on other aspects of Peter’s research.