Wyniki wyszukiwania - BazTech

Ograniczanie wyników

Znaleziono wyników: 1

Liczba wyników na stronie

Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: random projection

Sortuj według:

Ogranicz wyniki do:

Large deviations for uniform projections of p-radial distributions on lnp - balls

Kaufmann Tom, Sambale Holger, Thäle Christoph

Probability and Mathematical Statistics

2022

Vol. 42, Fasc. 2

303--317

We consider products of uniform random variables from the Stiefel manifold of orthonormal k-frames in Rn, k ≤ n, and random vectors from the n-dimensional ℓnp-ball Bnp with certain p-radial distributions, p ∈ [1, ∞). The distribution of this product geometrically corresponds to the projection of the p-radial distribution on Bnp onto a random k-dimensional subspace. We derive large deviation principles (LDPs) on the space of probability measures on Rk for sequences of such projections.