SearcharxivSearch

arXiv · 2510.25541

Fast Dimensionality Reduction from $\ell_2$ to $\ell_p$

Abstract

The Johnson-Lindenstrauss (JL) lemma is a fundamental result in dimensionality reduction, ensuring that any finite set $X \subseteq \mathbb{R}^d$ can be embedded into a lower-dimensional space $\mathbb{R}^k$ while approximately preserving all pairwise Euclidean distances. In recent years, embeddings that preserve Euclidean distances when measured via the $\ell_1$ norm in the target space have received increasing attention due to their relevance in applications such as nearest neighbor search in high dimensions. A recent breakthrough by Dirksen, Mendelson, and Stollenwerk established an optimal $\ell_2 \to \ell_1$ embedding with computational complexity $O(d \log d)$. In this work, we generalize this direction and propose a simple linear embedding from $\ell_2$ to $\ell_p$ for any $p \in [1,2]$ based on a construction of Ailon and Liberty. Our method achieves a reduced runtime of $O(d \log k)$ when $k \leq d^{1/4}$, improving upon prior runtime results when the target dimension is small. Additionally, we show that for \emph{any norm} $\|\cdot\|$ in the target space, any embedding of $(\mathbb{R}^d, \|\cdot\|_2)$ into $(\mathbb{R}^k, \|\cdot\|)$ with distortion $\varepsilon$ generally requires $k = \Omega\big(\varepsilon^{-2} \log(\varepsilon^2 n)/\log(1/\varepsilon)\big)$, matching the optimal bound for the $\ell_2$ case up to a logarithmic factor.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Rafael Chiclana, Mark Iwen. 2025-10-29. Fast Dimensionality Reduction from $\ell_2$ to $\ell_p$. https://arxiv.org/abs/2510.25541

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR