Nonlinear Estimators and Tail Bounds for Dimension Reduction in $l_1$ Using Cauchy Random Projections

Ping Li, Trevor J. Hastie, Kenneth W. Church

For dimension reduction in $l_1$, the method of {\em Cauchy random projections} multiplies the original data matrix $\mathbf{A}\in {\mathbb{R}}^{n\times D}$ with a random matrix $\ma…