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The celebrated dimension reduction lemma of Johnson and Lindenstrauss has numerous computational and other applications. Due to its application in practice, speeding up the computation of a Johnson-Lindenstrauss style dimension reduction is…

Data Structures and Algorithms · Computer Science 2010-11-12 Vladimir Braverman , Rafail Ostrovsky , Yuval Rabani

We give near-tight lower bounds for the sparsity required in several dimensionality reducing linear maps. First, consider the JL lemma which states that for any set of n vectors in R there is a matrix A in R^{m x d} with m = O(eps^{-2}log…

Data Structures and Algorithms · Computer Science 2012-11-07 Jelani Nelson , Huy L. Nguyen

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

It is well known that the Johnson-Lindenstrauss dimensionality reduction method is optimal for worst case distortion. While in practice many other methods and heuristics are used, not much is known in terms of bounds on their performance.…

Data Structures and Algorithms · Computer Science 2022-03-17 Yair Bartal , Ora Nova Fandina , Kasper Green Larsen

In this paper we give a lower bound for the least distortion embedding of a distance regular graph into Euclidean space. We use the lower bound for finding the least distortion for Hamming graphs, Johnson graphs, and all strongly regular…

Combinatorics · Mathematics 2007-11-14 Frank Vallentin

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

Riemannian optimization uses local methods to solve optimization problems whose constraint set is a smooth manifold. A linear step along some descent direction usually leaves the constraints, and hence retraction maps are used to…

Statistics Theory · Mathematics 2023-01-19 Alexander Heaton , Matthias Himmelmann

We consider the minimum distance projection in the $L_2$-norm from an arbitrary point in an $n$-dimensional, Euclidian space onto the canonical simplex. It is shown that this problem reduces to a univariate problem that can be solved by a…

Optimization and Control · Mathematics 2024-04-02 Hans J. H. Tuenter

We introduce an algorithm which can be directly used to feasible and optimum search in linear programming. Starting from an initial point the algorithm iteratively moves a point in a direction to resolve the violated constraints. At the…

Optimization and Control · Mathematics 2023-12-05 Denys Shcherbak , Natalya Pya Arnqvist

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

We provide a general framework for getting expected linear time constant factor approximations (and in many cases FPTASs) to several well-known problems in Computational Geometry, such as $k$-center clustering and farthest nearest neighbor.…

Computational Geometry · Computer Science 2026-03-04 Sariel Har-Peled , Banjamin Raichel

Let $\Phi\in\mathbb{R}^{m\times n}$ be a sparse Johnson-Lindenstrauss transform [KN14] with $s$ non-zeroes per column. For a subset $T$ of the unit sphere, $\varepsilon\in(0,1/2)$ given, we study settings for $m,s$ required to ensure $$…

Data Structures and Algorithms · Computer Science 2015-08-27 Jean Bourgain , Sjoerd Dirksen , Jelani Nelson

Dimension reduction is a key algorithmic tool with many applications including nearest-neighbor search, compressed sensing and linear algebra in the streaming model. In this work we obtain a {\em sparse} version of the fundamental tool in…

Data Structures and Algorithms · Computer Science 2015-03-14 Anirban Dasgupta , Ravi Kumar , Tamás Sarlós

Oblivious dimension reduction, \`{a} la the Johnson-Lindenstrauss (JL) Lemma, is a fundamental approach for processing high-dimensional data. We study this approach for Uniform Facility Location (UFL) on a Euclidean input…

Data Structures and Algorithms · Computer Science 2024-11-11 Lingxiao Huang , Shaofeng H. -C. Jiang , Robert Krauthgamer , Di Yue

In this paper, we propose a unified algorithmic framework for solving many known variants of \mds. Our algorithm is a simple iterative scheme with guaranteed convergence, and is \emph{modular}; by changing the internals of a single…

Machine Learning · Computer Science 2010-03-31 Arvind Agarwal , Jeff M. Phillips , Suresh Venkatasubramanian

Constrained least-squares regression problems, such as the Nonnegative Least Squares (NNLS) problem, where the variables are restricted to take only nonnegative values, often arise in applications. Motivated by the recent development of the…

Data Structures and Algorithms · Computer Science 2009-03-13 Christos Boutsidis , Petros Drineas

We show how to sketch semidefinite programs (SDPs) using positive maps in order to reduce their dimension. More precisely, we use Johnson\hyp{}Lindenstrauss transforms to produce a smaller SDP whose solution preserves feasibility or…

Optimization and Control · Mathematics 2019-02-12 Andreas Bluhm , Daniel Stilck Franca

Dimension reduction plays an essential role when decreasing the complexity of solving large-scale problems. The well-known Johnson-Lindenstrauss (JL) Lemma and Restricted Isometry Property (RIP) admit the use of random projection to reduce…

Information Theory · Computer Science 2018-03-14 Gen Li , Yuantao Gu

We show an analog to the Fast Johnson-Lindenstrauss Transform for Nearest Neighbor Preserving Embeddings in $\ell_2$. These are sparse, randomized embeddings that preserve the (approximate) nearest neighbors. The dimensionality of the…

Data Structures and Algorithms · Computer Science 2017-07-24 Johan Sivertsen

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