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Jun, 2012
投影的集中定理
A concentration theorem for projections
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Sanjoy Dasgupta, Daniel Hsu, Nakul Verma
TL;DR
通过实验探索了线性投影、球形高斯分布、比例混合、偏心系数等相关问题。
Abstract
X in R^D has mean zero and finite second moments. We show that there is a precise sense in which almost all
linear projections
of X into R^d (for d < D) look like a
scale-mixture
of
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