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相关论文: Strange shadows of $\ell_p$-balls

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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 $k_n\in\{1,\ldots,n-1\}$,…

概率论 · 数学 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,…

概率论 · 数学 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…

概率论 · 数学 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…

概率论 · 数学 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 $\mathbb{B}_p^N$…

概率论 · 数学 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…

概率论 · 数学 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…

概率论 · 数学 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…

泛函分析 · 数学 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…

概率论 · 数学 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…

概率论 · 数学 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,…

概率论 · 数学 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 $p = \left\{ 0, 1,2, \infty \right\}$.…

最优化与控制 · 数学 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…

概率论 · 数学 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 $0<p<1$…

泛函分析 · 数学 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…

概率论 · 数学 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,…

概率论 · 数学 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 $1\le p\le 2$.…

度量几何 · 数学 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…

泛函分析 · 数学 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 $\mathbb{R}^d$…

概率论 · 数学 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…

最优化与控制 · 数学 2024-10-28 Xiangyu Yang , Jiashan Wang , Hao Wang
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