1. Dimensionality Reduction with Subgaussian Matrices: A Unified Theory
- Author
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Dirksen, Sjoerd
- Subjects
Hilbert space -- Analysis ,Matrices -- Analysis ,Mathematics - Abstract
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 datasets. In particular, we recover and, in several cases, improve results for sets of sparse and structured sparse vectors, low-rank matrices and tensors, and smooth manifolds. In addition, we establish a new Johnson-Lindenstrauss embedding for datasets taking the form of an infinite union of subspaces of a Hilbert space., Author(s): Sjoerd Dirksen[sup.1] Author Affiliations: (1) Hausdorff Center for Mathematics, Universität Bonn, Endenicher Allee 60, 53115, BonnGermany Introduction The analysis of high-dimensional data leads to various computational issues which are [...]
- Published
- 2016
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