Dimensionality reduction with subgaussian matrices: a unified theory

17 Feb 2014Sjoerd Dirksen

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 sparse vectors, low-rank matrices and tensors, and smooth manifolds... (read more)

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