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The Johnson-Lindenstrauss Lemma states that there exist linear maps that project a set of points of a vector space into a space of much lower dimension such that the Euclidean distance between these points is approximately preserved. This…

Optimization and Control · Mathematics 2023-01-18 Pierre-Louis Poirion , Bruno F. Lourenço , Akiko Takeda

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…

Machine Learning · Statistics 2024-07-22 Yingru Li

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

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

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 classic streaming and sparse recovery problems using deterministic linear sketches, including l1/l1 and linf/l1 sparse recovery problems (the latter also being known as l1-heavy hitters), norm estimation, and approximate inner…

Data Structures and Algorithms · Computer Science 2012-12-12 Jelani Nelson , Huy Nguyen , David P. Woodruff

Randomized subspace embedding methods have had a great impact on the solution of a linear least squares (LS) problem by reducing its row dimension, leading to a randomized or sketched LS (sLS) problem, and use the solution of the sLS…

Numerical Analysis · Mathematics 2026-02-12 Zhongxiao Jia , Xinyuan Wan

We identify a common scheme in several existing algorithms addressing computational problems on linear differential equations with polynomial coefficients. These algorithms reduce to computing a linear relation between vectors obtained as…

Symbolic Computation · Computer Science 2025-05-05 Louis Gaillard

Learning an appropriate (dis)similarity function from the available data is a central problem in machine learning, since the success of many machine learning algorithms critically depends on the choice of a similarity function to compare…

Machine Learning · Computer Science 2013-08-30 Zheng-Chu Guo , Yiming Ying

For a set $X$ of $N$ points in $\mathbb{R}^D$, the Johnson-Lindenstrauss lemma provides random linear maps that approximately preserve all pairwise distances in $X$ -- up to multiplicative error $(1\pm \epsilon)$ with high probability --…

Probability · Mathematics 2023-07-18 Michael P. Casey

We introduce a novel technique for ``lifting'' dimension lower bounds for linear sketches in the real-valued setting to dimension lower bounds for linear sketches with polynomially-bounded integer entries when the input is a…

Data Structures and Algorithms · Computer Science 2025-03-26 Elena Gribelyuk , Honghao Lin , David P. Woodruff , Huacheng Yu , Samson Zhou

In the context of sketching for compressive mixture modeling, we revisit existing proofs of the Restricted Isometry Property of sketching operators with respect to certain mixtures models. After examining the shortcomings of existing…

Machine Learning · Statistics 2024-06-14 Ayoub Belhadji , Rémi Gribonval

Sketching techniques have gained popularity in numerical linear algebra to accelerate the solution of least squares problems. The so-called $\varepsilon$-subspace embedding property of a sketching matrix $S$ has been largely used to…

Numerical Analysis · Mathematics 2025-11-21 Davide Palitta , Valeria Simoncini

Error bounds, which refer to inequalities that bound the distance of vectors in a test set to a given set by a residual function, have proven to be extremely useful in analyzing the convergence rates of a host of iterative methods for…

Optimization and Control · Mathematics 2015-12-14 Zirui Zhou , Anthony Man-Cho So

In this paper, we consider the problem of minimizing a linear functional subject to uncertain linear and bilinear matrix inequalities, which depend in a possibly nonlinear way on a vector of uncertain parameters. Motivated by recent results…

Optimization and Control · Mathematics 2015-05-29 Mohammadreza Chamanbaz , Fabrizio Dabbene , Roberto Tempo , Venkatakrishnan Venkataramanan , Qing-Guo Wang

In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…

Optimization and Control · Mathematics 2018-08-09 Ion Necoara , Martin Takac

Learning sketching matrices for fast and accurate low-rank approximation (LRA) has gained increasing attention. Recently, Bartlett, Indyk, and Wagner (COLT 2022) presented a generalization bound for the learning-based LRA. Specifically, for…

Machine Learning · Computer Science 2022-10-14 Shinsaku Sakaue , Taihei Oki

The famous Johnson-Lindenstrauss lemma states that for any set of n vectors, there is a linear transformation into a space of dimension O(log n) that approximately preserves all their lengths. In fact, a Haar random unitary transformation…

Quantum Physics · Physics 2018-07-25 Pranab Sen

Sketching is widely used in randomized linear algebra for low-rank matrix approximation, column subset selection, and many other problems, and it has gained significant traction in machine learning applications. However, sketching large…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-24 Hussam Al Daas , Grey Ballard , Laura Grigori , Md Taufique Hussain , Suraj Kumar , Mohammad Marufur Rahman , Kathryn Rouse

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
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