A new cosmological theory holds that our universe may have been created from the collapse of a star existing in four dimensions. In this higher dimension, a star that exploded as a supernova would collapse into a four-dimensional black hole. In our universe, a three-dimensional black hole has a 2D spherical event horizon, beyond which everything is sucked into the singularity. In four-dimensional space, the black hole’s event horizon would be a 3D hypersphere that could contain our universe, and our Big Bang would be the 4D supernova explosion. The theory can explain why our universe is expanding, but cannot yet account for temperature fluctuations in cosmic microwave background radiation. via Nature

(edit: Zeptogram would like to clarify that these are spatial dimensions. The theory  describes a Dvali-Gabadadze-Porati (DGP) model, which has 4+1 dimensions in Minkowski space.)