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.
The Johnson-Lindenstrauss Lemma allows for the projection of n points in p−dimensional Euclidean space onto a k−dimensional Euclidean space, with k≥3ε2−2ε324lnn, so that the pairwise distances are preserved within a factor of 1±ε. Here, working directly with the distributions of the …
Let Φ∈Rm×n be a sparse Johnson-Lindenstrauss transform [KN14] with s non-zeroes per column. For a subset T of the unit sphere, ε∈(0,1/2) given, we study settings for m,s required to ensure EΦsupx∈T∥Φx∥22−1<ε, i.e…
We develop a novel methodology based on the marriage between the Bhattacharyya distance, a measure of similarity across distributions of random variables, and the Johnson-Lindenstrauss Lemma, a technique for dimension reduction. The resulting technique is a simple yet powerful tool that allows comparisons between data-…
We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are compressed into a lower-dimensional Euclidean space using random projections. Subsequently, estimation …
Let ε∈(0,1) and X⊂Rd be arbitrary with ∣X∣ having size n>1. The Johnson-Lindenstrauss lemma states there exists f:X→Rm with m=O(ε−2logn) such that ∀x∈X∀y∈X,∥x−y∥2≤∥f(x)−f(y)∥2≤(1+ε)∥x−y∥2.…
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…
In this paper we show that the computational complexity of the Iterative Thresholding and K-residual-Means (ITKrM) algorithm for dictionary learning can be significantly reduced by using dimensionality-reduction techniques based on the Johnson-Lindenstrauss lemma. The dimensionality reduction is efficiently carried out…
The main contribution of the paper is to show that Gaussian sketching of a kernel-Gram matrix K yields an operator whose counterpart in an RKHS H, is a \emph{random projection} operator---in the spirit of Johnson-Lindenstrauss (J-L) lemma. To be precise, given a random matrix Z with i.i.d. Ga…
Several important families of computational and statistical results in machine learning and randomized algorithms rely on uniform bounds on quadratic forms of random vectors or matrices. Such results include the Johnson-Lindenstrauss (J-L) Lemma, the Restricted Isometry Property (RIP), randomized sketching algorithms, …
Principal Components Regression (PCR) is a traditional tool for dimension reduction in linear regression that has been both criticized and defended. One concern about PCR is that obtaining the leading principal components tends to be computationally demanding for large data sets. While random projections do not possess…
From a fresh data science perspective, this thesis discusses the prediction of coronary artery disease based on genetic variations at the DNA base pair level, called Single-Nucleotide Polymorphisms (SNPs), collected from the Ontario Heart Genomics Study (OHGS). First, the thesis explains two commonly used supervised le…
We consider the problem of efficient randomized dimensionality reduction with norm-preservation guarantees. Specifically we prove data-dependent Johnson-Lindenstrauss-type geometry preservation guarantees for Ho's random subspace method: When data satisfy a mild regularity condition -- the extent of which can be estima…
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…
For a symplectic manifold (M,ω), not necessarily hard Lefschetz, we prove a version of the Merkulov dδ--lemma. We also study the dδ--lemma and related cohomologies for compact symplectic solvmanifolds.