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Johnson-Lindenstrauss (JL) matrices implemented by sparse random synaptic connections are thought to be a prime candidate for how convergent pathways in the brain compress information. However, to date, there is no complete mathematical…

神经元与认知 · 定量生物学 2014-11-21 Zeyuan Allen-Zhu , Rati Gelashvili , Silvio Micali , Nir Shavit

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…

概率论 · 数学 2024-11-08 Kwassi Joseph Dzahini , Stefan M. Wild

Allen-Zhu, Gelashvili, Micali, and Shavit construct a sparse, sign-consistent Johnson-Lindenstrauss distribution, and prove that this distribution yields an essentially optimal dimension for the correct choice of sparsity. However, their…

数据结构与算法 · 计算机科学 2019-10-01 Meena Jagadeesan

We provide a simple proof of the Johnson-Lindenstrauss lemma for sub-Gaussian variables. We extend the analysis to identify how sparse projections can be, and what the cost of sparsity is on the target dimension.The Johnson-Lindenstrauss…

统计理论 · 数学 2024-09-25 Aurélien Garivier , Emmanuel Pilliat

Recent work of [Dasgupta-Kumar-Sarlos, STOC 2010] gave a sparse Johnson-Lindenstrauss transform and left as a main open question whether their construction could be efficiently derandomized. We answer their question affirmatively by giving…

数据结构与算法 · 计算机科学 2010-12-08 Daniel M. Kane , Jelani Nelson

We continue our study of the Johnson-Lindenstrauss lemma and its connection to circulant matrices started in \cite{HV}. We reduce the bound on $k$ from $k=O(\epsilon^{-2}\log^3n)$ proven there to $k=O(\epsilon^{-2}\log^2n)$. Our technique…

泛函分析 · 数学 2010-02-16 Jan Vybíral

A refinement of so-called fast Johnson-Lindenstrauss transform, due to Ailon and Chazelle (2006), and Matou\v{s}ek (2008), is proposed. While it preserves the time efficiency and simplicity of implementation of the original construction, it…

概率论 · 数学 2012-11-09 Paweł Wolff

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…

机器学习 · 统计学 2024-07-22 Yingru Li

This paper investigates theoretical properties of subsampling and hashing as tools for approximate Euclidean norm-preserving embeddings for vectors with (unknown) additive Gaussian noises. Such embeddings are sometimes called…

数据结构与算法 · 计算机科学 2022-09-05 Zhen Shao

The Johnson-Lindenstrauss (JL) theorem states that a set of points in high-dimensional space can be embedded into a lower-dimensional space while approximately preserving pairwise distances with high probability Johnson and Lindenstrauss…

数据结构与算法 · 计算机科学 2026-01-01 Pierre Mackenzie

In this expository note, we give a modern proof of Hanson-Wright inequality for quadratic forms in sub-gaussian random variables. We deduce a useful concentration inequality for sub-gaussian random vectors. Two examples are given to…

概率论 · 数学 2013-10-02 Mark Rudelson , Roman Vershynin

We present a theory for Euclidean dimensionality reduction with subgaussian matrices which unifies several restricted isometry property and Johnson-Lindenstrauss type results obtained earlier for specific data sets. In particular, we…

信息论 · 计算机科学 2014-02-18 Sjoerd Dirksen

We prove a variant of a Johnson-Lindenstrauss lemma for matrices with circulant structure. This approach allows to minimise the randomness used, is easy to implement and provides good running times. The price to be paid is the higher…

泛函分析 · 数学 2010-01-28 Aicke Hinrichs , Jan Vybíral

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…

最优化与控制 · 数学 2023-01-18 Pierre-Louis Poirion , Bruno F. Lourenço , Akiko Takeda

We discuss applications of some concepts of Compressed Sensing in the recent work on invertibility of random matrices due to Rudelson and the author. We sketch an argument leading to the optimal bound N^{-1/2} on the median of the smallest…

数值分析 · 数学 2016-12-23 Roman Vershynin

A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be…

统计理论 · 数学 2019-01-28 Pierre C Bellec

There has been recently a lot of research on sparse variants of random projections, faster adaptations of the state-of-the-art dimensionality reduction technique originally due to Johsnon and Lindenstrauss. Although the construction is very…

数据结构与算法 · 计算机科学 2024-07-23 Maciej Skórski

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…

机器学习 · 统计学 2024-12-11 Nikos Tsikouras , Constantine Caramanis , Christos Tzamos

This work constructs Jonson-Lindenstrauss embeddings with best accuracy, as measured by variance, mean-squared error and exponential concentration of the length distortion. Lower bounds for any data and embedding dimensions are determined,…

机器学习 · 计算机科学 2021-01-05 Maciej Skorski

We study a new class of matrix models, formulated on a lattice. On each site are $N$ states with random energies governed by a Gaussian random matrix Hamiltonian. The states on different sites are coupled randomly. We calculate the density…

凝聚态物理 · 物理学 2009-10-22 E. Brézin , A. Zee
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