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Johnson–Lindenstrauss Lemma

Status: outline — state the lemma carefully and connect to the lab.

Goals

Outline

  1. Distance preservation, not exact reconstruction

  2. Dependence on (n), (\varepsilon), and failure probability

  3. Gaussian random projections as a constructive map

  4. Lab pointer: Random-Projection.ipynb, Gaussian-Random-Projection.md

Sources