Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,341 papers · 148 categories

Trend · papers per month

471114 · Oct 201919922001200920182026
48 results for Johnson-Lindenstrauss Lemma

Unified analysis simplifies Johnson-Lindenstrauss lemma for data reduction.

problem Efficiently reducing high-dimensional data while preserving geometry.
method Unified analysis of various JL constructions using probabilistic tools.
result First rigorous proof and extension of spherical construction's effectiveness.

This paper surveys various methods for dimensionality reduction and nearest neighbor search.

problem Efficiently reducing high-dimensional data to lower dimensions while preserving essential information.
method Linear and nonlinear random projections, including sparse random projections, random Fourier Features, and Random Kitchen Sinks.
result Various methods for dimensionality reduction and nearest neighbor search are explained and compared.

Combines distance measures and dimension reduction for comparing distributions.

problem Comparing different entities' distributions and their similarities.
method Marriage between Bhattacharyya distance and Johnson-Lindenstrauss Lemma for dimension reduction.
result Demonstrates relationship between covariance and distance measures.

The Johnson-Lindenstrauss Lemma allows for the projection of nn points in pp-dimensional Euclidean space onto a kk-dimensional Euclidean space, with k24lnn3ε22ε3k \ge \frac{24\ln \emph{n}}{3ε^2-2ε^3}, so that the pairwise distances are preserved within a factor of 1±ε1\pmε. Here, working directly with the distributions of the …

2010-05-10abs ↗pdf ↗

The paper examines how well node similarities are preserved by random projections in graph embeddings.

problem The preservation of node similarities under random projections in graph embeddings.
method Investigation of dot product and cosine similarity preservation by random projections over graph matrix rows.
result Random projections produce unreliable embeddings for dot product, especially for high-degree nodes.

Let ΦRm×nΦ\in\mathbb{R}^{m\times n} be a sparse Johnson-Lindenstrauss transform [KN14] with ss non-zeroes per column. For a subset TT of the unit sphere, ε(0,1/2)\varepsilon\in(0,1/2) given, we study settings for m,sm,s required to ensure EΦsupxTΦx221<ε, \mathop{\mathbb{E}}_Φ\sup_{x\in T} \left|\|Φx\|_2^2 - 1 \right| < \varepsilon , i.e…

2013-11-11abs ↗pdf ↗

Unified bounds for sketched bilinear forms in machine learning and statistics.

problem Uniform bounds on sketched bilinear forms for modern analyses.
method Generic chaining and new techniques for handling suprema over pairs of sets.
result Improved convergence bounds for sketched Federated Learning and bandit algorithms.

Derandomization reveals structure in neural networks, reducing sample complexity.

problem Understanding feature learning dynamics in neural networks.
method Derandomization lemma applied to arbitrary NNs with any smooth loss function.
result Optimizing function converges to zero weight matrix, revealing structure.

Aggregates predictions from multiple regression models using random projections and kernel methods.

problem Combining predictions from multiple regression models to improve accuracy.
method Random projection of high-dimensional feature space, followed by kernel-based consensual aggregation.
result The aggregation scheme performs similarly to using the original high-dimensional features, with high probability.

Market microstructure studies aim to reduce frictions in financial markets by analyzing price, volume, and volatility.

problem Reducing frictions in financial markets to improve efficiency and reduce costs.
method Application of Bhattacharyya distance and Johnson Lindenstrauss Lemma for comparing distributions of financial variables.
result Different markets or securities have distinct measures of their distributions, aiding in diversification or finding similar assets.

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 recover and, in several cases, improve results for sets of sparse and structured spars…

2014-02-17abs ↗pdf ↗

This paper compares and analyzes random projections and column sub-sampling for dimension reduction in regression.

problem Computational efficiency in dimension reduction for large datasets.
method Analysis of random projections and column sub-sampling methods for regression.
result Random projections and column sub-sampling can achieve similar prediction error to Principal Components Regression (PCR) but with less computational cost.

Efficiently reduces data dimensionality with guaranteed geometry preservation.

problem Efficiently reducing high-dimensional data while preserving its geometric structure.
method Random subspace method with Johnson-Lindenstrauss guarantees, densifying preprocessing for sparse data.
result Random subspace method achieves geometry preservation with logarithmic dimensionality in data points.

New bounds on random quadratic forms hold under dependence, useful for adaptive modeling.

problem Need for independence in bounds on random quadratic forms.
method Uniform bounds on random quadratic forms of conditionally independent and sub-Gaussian stochastic processes.
result Bounds hold under general dependencies and sequential design.

Novel privatization framework for high-dimensional variable selection with differential privacy.

problem High-dimensional controlled variable selection with rigorous FDR control under differential privacy constraints.
method Gaussian Johnson-Lindenstrauss Transformation for privatizing the knockoff matrix.
result The proposed private variable selection procedure maintains statistical power even under strict privacy budgets.

Random projections help in representing sparse graphs efficiently.

problem Efficiently representing sparse graphs of varying sizes and vertex sets.
method Random projection of adjacency matrices to retain graph functionality and properties.
result Random projections can accurately represent graphs of different sizes and vertex sets in the same space.

New algorithms cluster high-dimensional polygonal curves efficiently.

problem Clustering high-dimensional polygonal curves with many vertices.
method Johnson-Lindenstrauss projection for polygonal curves, subsampling, probabilistic reduction of dependency on vertices.
result Achieves sublinear dependency on the number of input curves.

Paper uses random projection to preserve subspace structure for efficient data analysis.

problem Efficiently analyzing data with low-dimensional structure.
method Compressed Subspace Learning (CSL) framework based on Johnson-Lindenstrauss property.
result Random projection preserves the UoS structure of data, enabling efficient analysis.

This paper improves binary embeddings and quantized compressed sensing methods.

problem Distance-preserving binary embeddings and quantization for compressed sensing.
method Quantization of fast Johnson-Lindenstrauss embeddings and bounded orthonormal systems.
result Quantization methods yield reconstruction errors that decay polynomially and exponentially in the number of measurements.

The paper studies how norms of random vectors are preserved by random projections.

problem Understanding how random matrix affects norms of random vectors.
method Proved the distribution of the norm of random vector is preserved by random projection.
result Random matrix preserves the distribution of the norm of random vectors with i.i.d. entries.

Tensorized Rademacher projections outperform Gaussian projections in reducing tensor dimensions.

problem Reducing the dimension of high-dimensional tensors for machine learning.
method Tensorized Rademacher random projections using Tensor Train decomposition.
result Tensorized Rademacher projections can replace Gaussian projections in tensor compression.

This work proposes a method to learn nonlinear feature relations using non-convex regularized binned regression.

problem Learning feature nonlinearities in large scale complex problems.
method Binning feature values, finding the best fit in each quantile using non-convex regularized linear regression, enforcing smoothness via piecewise-constant/linear approximation, and selecting a sparse subset of features.
result The proposed algorithm achieves linear rate of convergence while requiring near-minimal number of samples, accurately learning feature nonlinearities.

HD-BWDM improves clustering validation in high-dimensional data.

problem Determining the right number of clusters in high-dimensional data.
method HD-BWDM integrates random projection, PCA, trimmed clustering, and medoid-based distances.
result HD-BWDM remains stable and interpretable under high-dimensional projections and contamination.

Formulates Index III lemma and Rauch III theorem with applications.

problem Develops new mathematical theorems based on existing ones.
method Formulation of Index III lemma and Rauch III theorem based on Index I, II lemmas and Rauch I, II theorems.
result Presented Rauch's type theorem and volume comparison result as applications.

Tucker and Ky Fan's lemma are combinatorial analogs of the Borsuk-Ulam theorem (BUT). In 1996, Yu. A. Shashkin proved a version of Fan's lemma, which is a combinatorial analog of the odd mapping theorem (OMT). We consider generalizations of these lemmas for BUT-manifolds, i.e. for manifolds that satisfy BUT. Proofs rel…

2014-09-30abs ↗pdf ↗

Paper proves a discrete Schwarz-Pick lemma for generalized circle packings.

problem Comparing geometric quantities of circle packings with different boundary values.
method Combinatorial Calabi flows and maximum principle.
result Discrete Schwarz-Pick lemma proven for generalized circle packings.

The paper improves Zakalyukin's lemma for frontals and applies it to surface singularities.

problem Improving the conditions under which wave front germs imply map germs.
method Generalization of Zakalyukin's lemma for frontals and applications to surface singularities.
result The paper provides a more general version of Zakalyukin's lemma for map germs.