We live in a time where the increasing availability of data poses novel challenges re- garding the interpretation of the interdependencies inhered in the data. If we categorize a dataset along the scale of the ratio of the number of variables p over the number of observations T two problems asking for the interdependencies inherent in the datasets will be addressed. One question focuses on high dimensional (i.e. p/T larger 1), the other one on low dimensional data (i.e. p/T smaller 1).