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The $L^2$-orthogonal projection onto a subspace is an important mathematical tool, which has been widely applied in many fields such as linear least squares problems, eigenvalue problems, ill-posed problems, and randomized algorithms. In…

Numerical Analysis · Mathematics 2019-10-29 Xuefeng Xu

This is a tutorial and survey paper on the Johnson-Lindenstrauss (JL) lemma and linear and nonlinear random projections. We start with linear random projection and then justify its correctness by JL lemma and its proof. Then, sparse random…

Machine Learning · Statistics 2021-08-10 Benyamin Ghojogh , Ali Ghodsi , Fakhri Karray , Mark Crowley

We consider two $n\times n$ non-Hermitian random matrices such that the $ij$th entry of one matrix is correlated with the $ij$th entry of the other matrix. However, the entries of any particular matrix are i.i.d. random variables. We study…

Probability · Mathematics 2025-04-08 Indrajit Jana , Sunita Rani

We provide an exact analysis of a class of randomized algorithms for solving overdetermined least-squares problems. We consider first-order methods, where the gradients are pre-conditioned by an approximation of the Hessian, based on a…

Optimization and Control · Mathematics 2020-02-27 Jonathan Lacotte , Mert Pilanci

We consider the problem of efficient randomized dimensionality reduction with norm-preservation guarantees. Specifically we prove data-dependent Johnson-Lindenstrauss-type geometry preservation guarantees for Ho's random subspace method:…

Machine Learning · Statistics 2017-05-19 Nick Lim , Robert J. Durrant

In this paper, we derive a unified method for establishing the distributional convergence of linear eigenvalue statistics (LES) for generalized patterned random matrices. We prove that for an $N \times N$ generalized patterned random matrix…

Probability · Mathematics 2025-03-14 Kiran Kumar A. S. , Shambhu Nath Maurya , Koushik Saha

Let $f$ be a fixed self-contragradient Hecke-Maass form for $SL(3,\mathbb Z)$, and $u$ an even Hecke-Maass form for $SL(2,\mathbb Z)$ with Laplace eigenvalue $1/4+k^2$, $k>0$. A subconvexity bound $O\big(k^{4/3+\varepsilon}\big)$ in the…

Number Theory · Mathematics 2017-04-12 Mark McKee , Haiwei Sun , Yangbo Ye

We present a new lower bound on the differential entropy rate of stationary processes whose sequences of probability density functions fulfill certain regularity conditions. This bound is obtained by showing that the gap between the…

Information Theory · Computer Science 2017-08-30 Meik Dörpinghaus

In this paper, we aim to learn a low-dimensional Euclidean representation from a set of constraints of the form "item j is closer to item i than item k". Existing approaches for this "ordinal embedding" problem require expensive…

Machine Learning · Computer Science 2019-10-29 Nikhil Ghosh , Yuxin Chen , Yisong Yue

We study embedding a subset $K$ of the unit sphere to the Hamming cube $\{-1,+1\}^m$. We characterize the tradeoff between distortion and sample complexity $m$ in terms of the Gaussian width $\omega(K)$ of the set. For subspaces and several…

Machine Learning · Computer Science 2015-12-15 Samet Oymak , Ben Recht

In this paper we revisit the likelihood geometry of Gaussian graphical models. We give a detailed proof that the ML-degree behaves monotonically on induced subgraphs. Furthermore, we complete a missing argument that the ML-degree of the…

Statistics Theory · Mathematics 2024-10-10 Carlos Améndola , Rodica Andreea Dinu , Mateusz Michałek , Martin Vodička

Since the control of the Lipschitz constant has a great impact on the training stability, generalization, and robustness of neural networks, the estimation of this value is nowadays a real scientific challenge. In this paper we introduce a…

Machine Learning · Computer Science 2023-06-21 Blaise Delattre , Quentin Barthélemy , Alexandre Araujo , Alexandre Allauzen

In this paper we study the robustness properties of dimensionality reduction with Gaussian random matrices having arbitrarily erased rows. We first study the robustness property against erasure for the almost norm preservation property of…

Information Theory · Computer Science 2015-01-09 Bin Han , Zhiqiang Xu

The Johnson-Lindenstrauss Lemma is a classic result which implies that any set of n real vectors can be compressed to O(log n) dimensions while only distorting pairwise Euclidean distances by a constant factor. Here we consider potential…

Quantum Physics · Physics 2011-10-27 Aram W. Harrow , Ashley Montanaro , Anthony J. Short

In the context of mod-Gaussian convergence, as defined previously in our work with J. Jacod, we obtain lower bounds for local probabilities for a sequence of random vectors which are approximately Gaussian with increasing covariance. This…

Number Theory · Mathematics 2014-02-26 E. Kowalski , A. Nikeghbali

Binary embedding is the problem of mapping points from a high-dimensional space to a Hamming cube in lower dimension while preserving pairwise distances. An efficient way to accomplish this is to make use of fast embedding techniques…

Data Structures and Algorithms · Computer Science 2016-03-15 Samet Oymak

Uniform random rotations are a useful primitive in applications such as fast Johnson-Lindenstrauss embeddings, kernel approximation, communication-efficient learning, and recent AI compression pipelines, but they are computationally…

Machine Learning · Computer Science 2026-04-28 Tomer Zilca , Gal Mendelson

We study the classical generalized gl(n) Landau-Lifshitz (L-L) model with special boundary conditions that preserve integrability. We explicitly derive the first non-trivial local integral of motion, which corresponds to the boundary…

High Energy Physics - Theory · Physics 2012-07-30 Anastasia Doikou , Nikos Karaiskos

The generalized Laplace (GL) distribution, which falls in the larger family of generalized hyperbolic distributions, provides a versatile model to deal with a variety of applications thanks to its shape parameters. The elliptically…

Methodology · Statistics 2025-04-15 Marco Geraci

The current work applies some recent combinatorial tools due to Jain to control the eigenvalue gaps of a matrix $M_n = M + N_n$ where $M$ is deterministic, symmetric with large operator norm and $N_n$ is a random symmetric matrix with…

Probability · Mathematics 2022-11-02 Kyle Luh , Ryan Vogel , Alan Yu
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