English
Related papers

Related papers: Strange shadows of $\ell_p$-balls

200 papers

The paper provides a description of the large deviation behavior for the Euclidean norm of projections of $\ell_p^n$-balls to high-dimensional random subspaces. More precisely, for each integer $n\geq 1$, let $k_n\in\{1,\ldots,n-1\}$,…

Probability · Mathematics 2017-06-20 David Alonso-Gutiérrez , Joscha Prochno , Christoph Thaele

Let $p\in[1,\infty]$. Consider the projection of a uniform random vector from a suitably normalized $\ell^p$ ball in $\mathbb{R}^n$ onto an independent random vector from the unit sphere. We show that sequences of such random projections,…

Probability · Mathematics 2015-12-17 Nina Gantert , Steven Soojin Kim , Kavita Ramanan

We consider products of uniform random variables from the Stiefel manifold of orthonormal $k$-frames in $\mathbb{R}^n$, $k \le n$, and random vectors from the $n$-dimensional $\ell_p^n$-ball $\mathbb{B}_p^n$ with certain $p$-radial…

Probability · Mathematics 2022-03-02 Tom Kaufmann , Holger Sambale , Christoph Thäle

In this paper, we study high-dimensional random projections of $\ell_p^n$-balls. More precisely, for any $n\in\mathbb N$ let $E_n$ be a random subspace of dimension $k_n\in\{1,\ldots,n\}$ and $X_n$ be a random point in the unit ball of…

Probability · Mathematics 2018-08-29 David Alonso-Gutierrez , Joscha Prochno , Christoph Thaele

Let $\mathbb{B}_p^N$ be the $N$-dimensional unit ball corresponding to the $\ell_p$-norm. For each $N\in\mathbb N$ we sample a uniform random subspace $E_N$ of fixed dimension $m\in\mathbb{N}$ and consider the volume of $\mathbb{B}_p^N$…

Probability · Mathematics 2024-12-23 Joscha Prochno , Christoph Thaele , Philipp Tuchel

This article investigates, by probabilistic methods, various geometric questions on B_p^n, the unit ball of \ell_p^n. We propose realizations in terms of independent random variables of several distributions on B_p^n, including the…

Probability · Mathematics 2007-05-23 Franck Barthe , Olivier Guedon , Shahar Mendelson , Assaf Naor

Let $(k_n)_{n \in \mathbb{N}}$ be a sequence of positive integers growing to infinity at a sublinear rate, $k_n \rightarrow \infty$ and $k_n/n \rightarrow 0$ as $n \rightarrow \infty$. Given a sequence of $n$-dimensional random vectors…

Probability · Mathematics 2023-08-03 Patrick Lopatto , Kavita Ramanan , Xiaoyu Xie

In this paper, we prove a multivariate central limit theorem for $\ell_q$-norms of high-dimensional random vectors that are chosen uniformly at random in an $\ell_p^n$-ball. As a consequence, we provide several applications on the…

Functional Analysis · Mathematics 2017-09-28 Zakhar Kabluchko , Joscha Prochno , Christoph Thaele

The study of high-dimensional distributions is of interest in probability theory, statistics and asymptotic convex geometry, where the object of interest is the uniform distribution on a convex set in high dimensions. The $\ell^p$ spaces…

Probability · Mathematics 2018-06-21 Steven Soojin Kim , Kavita Ramanan

Sharp large deviation results of Bahadur-Ranga Rao type are provided for the $q$-norm of random vectors distributed on the $\ell _{p}^{n}$-ball ${\mathbb{B}}^{n}_{p}$ according to the cone probability measure or the uniform distribution for…

Probability · Mathematics 2021-08-10 Tom Kaufmann

In this work we study the rate of convergence in the central limit theorem for the Euclidean norm of random orthogonal projections of vectors chosen at random from an $\ell_p^n$-ball which has been obtained in [Alonso-Guti\'errez, Prochno,…

Probability · Mathematics 2019-11-05 Samuel G. G. Johnston , Joscha Prochno

The task of projecting onto $\ell_p$ norm balls is ubiquitous in statistics and machine learning, yet the availability of actionable algorithms for doing so is largely limited to the special cases of $p = \left\{ 0, 1,2, \infty \right\}$.…

Optimization and Control · Mathematics 2022-03-03 Joong-Ho Won , Kenneth Lange , Jason Xu

Accurate estimation of tail probabilities of projections of high-dimensional probability measures is of relevance in high-dimensional statistics and asymptotic geometric analysis. Whereas large deviation principles identify the asymptotic…

Probability · Mathematics 2023-04-25 Yin-Ting Liao , Kavita Ramanan

We consider $k$-dimensional central sections of the unit ball of $\ell_p^n$ (denoted $B_p^n$) and we prove that their volume are bounded by the volume of $B_p^n$ whenever $1<p<2$ and $1\le k\le (n-1)/2$ or $k=n-1$. We also consider $0<p<1$…

Functional Analysis · Mathematics 2007-05-23 Jesus Bastero , Fernando Galve , Ana Pena , Miguel Romance

In this article we prove three fundamental types of limit theorems for the $q$-norm of random vectors chosen at random in an $\ell_p^n$-ball in high dimensions. We obtain a central limit theorem, a moderate deviations as well as a large…

Probability · Mathematics 2019-06-11 Zakhar Kabluchko , Joscha Prochno , Christoph Thaele

In this paper, we prove that the Euclidean distance between two independent random vectors uniformly distributed on $l_p^n$-balls $(1 \leq p \leq \infty)$ or on its boundary satisfies a central limit theorem as $n$ tends to $\infty$. Also,…

Probability · Mathematics 2026-01-01 David Alonso-Gutiérrez , Javier Martín Goñi , Joscha Prochno

In this paper we prove that for any $p\in[2,\infty)$ the $\ell_p^n$ unit ball, $B_p^n$, satisfies the square negative correlation property with respect to every orthonormal basis, while we show it is not always the case for $1\le p\le 2$.…

Metric Geometry · Mathematics 2018-03-20 David Alonso-Gutiérrez , Julio Bernués

For $2 < p < p_0 \simeq 26.265$, the hyperplane section of the $l_p^n$-unit ball $B_p^n$ perpendicular to a^(n) = 1/sqrt(n) (1, ... ,1) for large $n$ has larger volume than the one orthogonal to a^(2) = 1/sqrt(2) (1,1,0, ...,0), as shown by…

Functional Analysis · Mathematics 2024-03-22 Hermann König

A strong law of large numbers for $d$-dimensional random projections of the $n$-dimensional cube is derived. It shows that with respect to the Hausdorff distance a properly normalized random projection of $[-1,1]^n$ onto $\mathbb{R}^d$…

Probability · Mathematics 2019-10-08 Zakhar Kabluchko , Joscha Prochno , Christoph Thaele

This paper primarily focuses on computing the Euclidean projection of a vector onto the $\ell_{p}$ ball in which $p\in(0,1)$. Such a problem emerges as the core building block in statistical machine learning and signal processing tasks…

Optimization and Control · Mathematics 2024-10-28 Xiangyu Yang , Jiashan Wang , Hao Wang
‹ Prev 1 2 3 10 Next ›