Related papers: Optimality of the Johnson-Lindenstrauss Dimensiona…

We present a simplified and unified analysis of the Johnson-Lindenstrauss (JL) lemma, a cornerstone of dimensionality reduction for managing high-dimensional data. Our approach simplifies understanding and unifies various constructions…

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 $$…

Let $(M,g)$ be a compact $n$-dimensional Riemannian manifold with nonempty boundary and $n\geq 2$. Assume that ${\mathrm{Ric}(M)\ge (n-1)K}$ for some ${K>0}$ and that $\partial M$ has nonnegative mean curvature with respect to the outward…

Suppose that we have $n$ agents and $n$ items which lie in a shared metric space. We would like to match the agents to items such that the total distance from agents to their matched items is as small as possible. However, instead of having…

Reinforcement learning with neural networks (RLNN) has recently demonstrated great promise for many problems, including some problems in quantum information theory. In this work, we apply RLNN to quantum hypothesis testing and determine the…

Emphasis in the tensor literature on random embeddings (tools for low-distortion dimension reduction) for the canonical polyadic (CP) tensor decomposition has left analogous results for the more expressive Tucker decomposition comparatively…

The \emph{Sparse Johnson-Lindenstrauss Transform} of Kane and Nelson (SODA 2012) provides a linear dimensionality-reducing map $A \in \mathbb{R}^{m \times u}$ in $\ell_2$ that preserves distances up to distortion of $1 + \varepsilon$ with…

This work focuses on dimension-reduction techniques for modelling conditional extreme values. Specifically, we investigate the idea that extreme values of a response variable can be explained by nonlinear functions derived from linear…

We prove that the $\frac12$-snowflake of a finite-dimensional normed space $(X,\|\cdot\|_X)$ embeds into a Hilbert space with quadratic average distortion $$O\Big(\sqrt{\log \mathrm{dim}(X)}\Big).$$ We deduce from this (optimal) statement…

We study how much a linear program (LP) can be compressed when solved repeatedly, given prior knowledge about its objective function. Existing data-driven projection methods learn low-dimensional surrogate LPs with approximate…

Dimensionality reduction is a fundamental task in modern data science. Several projection methods specifically tailored to take into account the non-linearity of the data via local embeddings have been proposed. Such methods are often based…

Linear regression is one of the most prevalent techniques in machine learning, however, it is also common to use linear regression for its \emph{explanatory} capabilities rather than label prediction. Ordinary Least Squares (OLS) is often…

We study the convergence rate of the optimal quantization for a probability measure sequence $(\mu_{n})_{n\in\mathbb{N}^{*}}$ on $\mathbb{R}^{d}$ converging in the Wasserstein distance in two aspects: the first one is the convergence rate…

We show that for every $\alpha > 0$, there exist $n$-point metric spaces (X,d) where every "scale" admits a Euclidean embedding with distortion at most $\alpha$, but the whole space requires distortion at least $\Omega(\sqrt{\alpha \log…

This work introduces a method to select linear functional measurements of a vector-valued time series optimized for forecasting distant time-horizons. By formulating and solving the problem of sequential linear measurement design as an…

Reconstruction error bounds in compressed sensing under Gaussian or uniform bounded noise do not translate easily to the case of Poisson noise. Reasons for this include the signal dependent nature of Poisson noise, and also the fact that…

A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…

The class of Lq-regularized least squares (LQLS) are considered for estimating a p-dimensional vector \b{eta} from its n noisy linear observations y = X\b{eta}+w. The performance of these schemes are studied under the high-dimensional…

We propose a modified normalized direct linear transform (DLT) algorithm for solving the perspective-n-point (PnP) problem with much better behavior than the conventional DLT. The modification consists of analytically weighting the…

Dimensionality reduction (DR) techniques inherently distort the original structure of input high-dimensional data, producing imperfect low-dimensional embeddings. Diverse distortion measures have thus been proposed to evaluate the…