All Questions
2 questions
2
votes
2
answers
228
views
Minimal conditions on random vector $X \in R^n$ to ensure that $\lim_{t\to 0^+}\sup_{\|w\|_p = 1}\sup_{u \in \mathbb R}\mathbb P(|X'w-u| \le t)=0$
Let $X$ be a random variable on $\mathbb R^n$ and let $S_p^n := \{w \in \mathbb R^n \mid \|w\|_p = 1\}$ be the unit-sphere w.r.t to the $\ell_p$-norm in $\mathbb R^n$. We will be particularly ...
- 6,853
10
votes
1
answer
931
views
Non-probabilistic proof of the Johnson–Lindenstrauss lemma
The Johnson–Lindenstrauss lemma states that a small set of points in a high-dimensional space can be embedded into a space of much lower dimension in such a way that distances between the points are ...
- 225