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Matrix deviation inequality for ℓp-norm
Random Matrices: Theory and Applications ( IF 0.9 ) Pub Date : 2023-06-15 , DOI: 10.1142/s2010326323500077
Yuan-Chung Sheu, Te-Chun Wang

Motivated by the general matrix deviation inequality for i.i.d. ensemble Gaussian matrix [R. Vershynin, High-Dimensional Probability: An Introduction with Applications in Data Science, Cambridge Series in Statistical and Probabilistic Mathematics (Cambridge University Press, 2018), doi:10.1017/9781108231596 of Theorem 11.1.5], we show that this property holds for the p-norm with 1p< and i.i.d. ensemble sub-Gaussian matrices, i.e. random matrices with i.i.d. mean-zero, unit variance, sub-Gaussian entries. As a consequence of our result, we establish the Johnson–Lindenstrauss lemma from 2n-space to pm-space for all i.i.d. ensemble sub-Gaussian matrices.



中文翻译:

ℓp-范数的矩阵偏差不等式

受 iid 系综高斯矩阵的一般矩阵偏差不等式的启发 [R。Vershynin,高维概率:数据科学应用简介,剑桥统计和概率数学丛书(剑桥大学出版社,2018 年),doi:10.1017/9781108231596 of Theorem 11.1.5],我们表明此属性适用于p-规范1个p<iid 集合亚高斯矩阵,即具有 iid 均值为零、单位方差、亚高斯条目的随机矩阵。作为我们结果的结果,我们建立了 Johnson-Lindenstrauss 引理2个n-空间到p-所有 iid 合奏子高斯矩阵的空间。

更新日期:2023-06-19
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