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- Title
Stable probability of reduced matrix obtained by Gaussian random projection.
- Authors
Hiroki Sakamoto; Kazuhiro Sato
- Abstract
It is known that a reduced matrix obtained by Gaussian random projections preserves the stability of an original matrix in a probabilistic manner. However, due to unknown constants appearing in a probability concentration inequality, the exact value of the probability when stability is preserved, or the condition for the dimension of the reduced matrix to preserve stability with high probability, is not known. In this study, we derive the stable probability of the reduced matrix obtained by Gaussian random projections by presenting a variant of the theorem used for the existing research without unknown constants.
- Subjects
PROBABILITY theory; RANDOM projection method; MATRICES (Mathematics); STABILITY theory; MATHEMATICAL constants
- Publication
JSIAM Letters (Online), 2023, Vol 15, p77
- ISSN
1883-0617
- Publication type
Article
- DOI
10.14495/jsiaml.15.77