Isometric sketching of any set via the Restricted Isometry Property

11 Jun 2015Samet OymakBenjamin RechtMahdi Soltanolkotabi

In this paper we show that for the purposes of dimensionality reduction certain class of structured random matrices behave similarly to random Gaussian matrices. This class includes several matrices for which matrix-vector multiply can be computed in log-linear time, providing efficient dimensionality reduction of general sets... (read more)

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