ABSTRACT
Many modern scientific questions involve high-dimensional data and complicated statistical models. For example, data on weather consist of huge numbers of measurements across spatial grids, over a period of time. Even in simpler settings, data can be complex: for example, Bartolucci et al. (2007) consider recurrence rates for melanoma (skin cancer) patients after surgery. The probability of recurrence for an individual may depend on physical or biological characteristics of their cancerous lesion, as well as other factors.
