Litcius/Paper detail

High-Dimensional Probability: An Introduction with Applications in Data Science

Omiros Papaspiliopoulos

2020Quantitative Finance49 citationsDOI

Abstract

© 2018, Cambridge University Press Let us summarize our findings. A random projection of a set T in R n onto an m-dimensional subspace approximately preserves the geometry of T if m ⪆ d ( T ) . For...

Topics & Concepts

Projection (relational algebra)MathematicsSubspace topologyMathematical economicsCombinatoricsEconometricsComputer scienceStatistical physicsPhysicsAlgorithmMathematical analysisBayesian Methods and Mixture ModelsStatistical Methods and InferenceSoil Geostatistics and Mapping