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- W2133219328 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 spherical Gaussians -- specifically, a mixture of distributions N(0, sigma^2 I_d) where the weight of the particular sigma component is P (| X |^2 = sigma^2 D). The extent of this effect depends upon the ratio of d to D, and upon a particular coefficient of eccentricity of X's distribution. We explore this result in a variety of experiments." @default.
- W2133219328 created "2016-06-24" @default.
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- W2133219328 date "2012-06-27" @default.
- W2133219328 modified "2023-09-27" @default.
- W2133219328 title "A concentration theorem for projections" @default.
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