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Related papers: Improving the Johnson-Lindenstrauss Lemma

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We provide a simple proof of the Johnson-Lindenstrauss lemma for sub-Gaussian variables. We extend the analysis to identify how sparse projections can be, and what the cost of sparsity is on the target dimension.The Johnson-Lindenstrauss…

Statistics Theory · Mathematics 2024-09-25 Aurélien Garivier , Emmanuel Pilliat

We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are compressed into a…

Machine Learning · Statistics 2016-04-21 Khai X. Chiong , Matthew Shum

Let $\varepsilon\in(0,1)$ and $X\subset\mathbb R^d$ be arbitrary with $|X|$ having size $n>1$. The Johnson-Lindenstrauss lemma states there exists $f:X\rightarrow\mathbb R^m$ with $m = O(\varepsilon^{-2}\log n)$ such that $$ \forall x\in X\…

Data Structures and Algorithms · Computer Science 2018-10-23 Shyam Narayanan , Jelani Nelson

Let $X$ be a normed space that satisfies the Johnson-Lindenstrauss lemma (J-L lemma, in short) in the sense that for any integer $n$ and any $x_1,\ldots,x_n\in X$ there exists a linear mapping $L:X\to F$, where $F\subseteq X$ is a linear…

Functional Analysis · Mathematics 2008-07-29 William B. Johnson , Assaf Naor

The Johnson-Lindenstrauss (JL) lemma allows subsets of a high-dimensional space to be embedded into a lower-dimensional space while approximately preserving all pairwise Euclidean distances. This important result has inspired an extensive…

Data Structures and Algorithms · Computer Science 2025-01-27 Edem Boahen , March T. Boedihardjo , Rafael Chiclana , Mark Iwen

Let $X$ be a set of $n$ points of norm at most $1$ in the Euclidean space $R^k$, and suppose $\varepsilon>0$. An $\varepsilon$-distance sketch for $X$ is a data structure that, given any two points of $X$ enables one to recover the square…

Metric Geometry · Mathematics 2017-04-04 Noga Alon , Bo'az Klartag

In this short note, we prove a version of the Johnson-Lindenstrauss flattening Lemma for point sets taking values in discrete subgroups. More precisely, given $d,\lambda_0,N_0\in\mathbb{N}$ and $\epsilon\in \left(0,\frac{1}{2}\right)$…

Metric Geometry · Mathematics 2025-01-22 Rodolfo Viera

The Johnson-Lindenstrauss transform is a fundamental method for dimension reduction in Euclidean spaces, that can map any dataset of $n$ points into dimension $O(\log n)$ with low distortion of their distances. This dimension bound is tight…

Data Structures and Algorithms · Computer Science 2026-02-20 Shaofeng H. -C. Jiang , Robert Krauthgamer , Shay Sapir , Sandeep Silwal , Di Yue

Embeddings play a pivotal role across various disciplines, offering compact representations of complex data structures. Randomized methods like Johnson-Lindenstrauss (JL) provide state-of-the-art and essentially unimprovable theoretical…

Machine Learning · Statistics 2024-12-11 Nikos Tsikouras , Constantine Caramanis , Christos Tzamos

Statistical distance measures have found wide applicability in information retrieval tasks that typically involve high dimensional datasets. In order to reduce the storage space and ensure efficient performance of queries, dimensionality…

Computational Geometry · Computer Science 2010-03-09 Arnab Bhattacharya , Purushottam Kar , Manjish Pal

The Johnson-Lindenstrauss lemma is one of the corner stone results in dimensionality reduction. It says that given $N$, for any set of $N$ vectors $X \subset \mathbb{R}^n$, there exists a mapping $f : X \to \mathbb{R}^m$ such that $f(X)$…

Functional Analysis · Mathematics 2017-11-09 Casper Benjamin Freksen , Kasper Green Larsen

Consider an instance of Euclidean $k$-means or $k$-medians clustering. We show that the cost of the optimal solution is preserved up to a factor of $(1+\varepsilon)$ under a projection onto a random $O(\log(k / \varepsilon) /…

Data Structures and Algorithms · Computer Science 2020-04-10 Konstantin Makarychev , Yury Makarychev , Ilya Razenshteyn

The Johnson--Lindenstrauss (JL) lemma is a powerful tool for dimensionality reduction in modern algorithm design. The lemma states that any set of high-dimensional points in a Euclidean space can be flattened to lower dimensions while…

Probability · Mathematics 2024-11-08 Kwassi Joseph Dzahini , Stefan M. Wild

We study the problem of representing all distances between $n$ points in $\mathbb R^d$, with arbitrarily small distortion, using as few bits as possible. We give asymptotically tight bounds for this problem, for Euclidean metrics, for…

Computational Geometry · Computer Science 2021-10-08 Piotr Indyk , Tal Wagner

Random projection techniques based on Johnson-Lindenstrauss lemma are used for randomly aggregating the constraints or variables of optimization problems while approximately preserving their optimal values, that leads to smaller-scale…

Optimization and Control · Mathematics 2021-07-13 Terunari Fuji , Pierre-Louis Poirion , Akiko Takeda

We prove a variant of a Johnson-Lindenstrauss lemma for matrices with circulant structure. This approach allows to minimise the randomness used, is easy to implement and provides good running times. The price to be paid is the higher…

Functional Analysis · Mathematics 2010-01-28 Aicke Hinrichs , Jan Vybíral

The weighted Euclidean norm $\|x\|_w$ of a vector $x\in \mathbb{R}^d$ with weights $w\in \mathbb{R}^d$ is the Euclidean norm where the contribution of each dimension is scaled by a given weight. Approaches to dimensionality reduction that…

Data Structures and Algorithms · Computer Science 2026-03-23 Simone Moretti , Paolo Pellizzoni , Francesco Silvestri

The seminal result of Johnson and Lindenstrauss on random embeddings has been intensively studied in applied and theoretical computer science. Despite that vast body of literature, we still lack of complete understanding of statistical…

Machine Learning · Computer Science 2021-04-13 Maciej Skorski

We develop a novel methodology based on the marriage between the Bhattacharyya distance, a measure of similarity across distributions of random variables, and the Johnson-Lindenstrauss Lemma, a technique for dimension reduction. The…

Trading and Market Microstructure · Quantitative Finance 2019-07-15 Ravi Kashyap

The $l_2$ flattening lemma of Johnson and Lindenstrauss [JL84] is a powerful tool for dimension reduction. It has been conjectured that the target dimension bounds can be refined and bounded in terms of the intrinsic dimensionality of the…

Computational Geometry · Computer Science 2015-06-09 Lee-Ad Gottlieb , Robert Krauthgamer