Random embeddings with an almost Gaussian distortion
Functional Analysis
2022-07-13 v2 Probability
Abstract
Let be a symmetric, isotropic random vector in and let be independent copies of . We show that under mild assumptions on (a suitable thin-shell bound) and on the tail-decay of the marginals , the random matrix , whose columns are exhibits a Gaussian-like behaviour in the following sense: for an arbitrary subset of , the distortion is almost the same as if were a Gaussian matrix. A simple outcome of our result is that if is a symmetric, isotropic, log-concave random vector and for some , then with high probability, the extremal singular values of satisfy the optimal estimate: .
Cite
@article{arxiv.2106.15173,
title = {Random embeddings with an almost Gaussian distortion},
author = {Daniel Bartl and Shahar Mendelson},
journal= {arXiv preprint arXiv:2106.15173},
year = {2022}
}