Bump hunting in high-dimensional data

@article{Friedman1999BumpHI,
  title={Bump hunting in high-dimensional data},
  author={Jerome H. Friedman and Nicholas I. Fisher},
  journal={Statistics and Computing},
  year={1999},
  volume={9},
  pages={123-143}
}
Many data analytic questions can be formulated as (noisy) optimization problems. They explicitly or implicitly involve finding simultaneous combinations of values for a set of (“input”) variables that imply unusually large (or small) values of another designated (“output”) variable. Specifically, one seeks a set of subregions of the input variable space within which the value of the output variable is considerably larger (or smaller) than its average value over the entire input domain. In… 
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