Toward a unified theory of sparse dimensionality reduction in Euclidean space

AbstractLet $${\Phi\in\mathbb{R}^{m\times n}}$$Φ∈Rm×n be a sparse Johnson–Lindenstrauss transform (Kane and Nelson in J ACM 61(1):4, 2014) with s non-zeroes per column. For a subset T of the unit sphere, $${\varepsilon\in(0,1/2)}$$ε∈(0,1/2) given, we study settings for m, s required to ensure $$\mathop{\mathbb{E}}_\Phi \sup_{x\in T}\left|\|\Phi x\|_2^2 - 1\right| < \varepsilon,$$EΦsupx∈T‖Φx‖22-1<ε,i.e. so that $${\Phi}$$Φ preserves the norm of every $${x\in T}$$x∈T simultaneously and multiplicatively up to $${1+\varepsilon}$$1+ε. We introduce a new complexity parameter, which depends on the geometry of T, and show that it suffices to choose s and m such that this parameter is small. Our result is a sparse analog of Gordon’s theorem, which was concerned with a dense $${\Phi}$$Φ having i.i.d. Gaussian entries. We qualitatively unify several results related to the Johnson–Lindenstrauss lemma, subspace embeddings, and Fourier-based restricted isometries. Our work also implies new results in using the sparse Johnson–Lindenstrauss transform in numerical linear algebra, classical and model-based compressed sensing, manifold learning, and constrained least squares problems such as the Lasso.

Paper

Similar papers

© 2026 NYSGPT2525 LLC