Practical Procedures for Dimension Reduction in l_1
by
Ping Li
,
Trevor J. Hastie
,
Kenneth W. Church
BibTeX
@MISC{Li_practicalprocedures,
author = {Ping Li and Trevor J. Hastie and Kenneth W. Church},
title = {Practical Procedures for Dimension Reduction in l_1},
year = {}
}
OpenURL
Abstract
We show that an analog of the Johnson-Lindestrauss (JL) lemma for dimension reduction in l 1 can be established using linear projections and nonlinear estimators. Previous studies have proved that no JL lemma exists for l 1 using linear estimators. We develop two nonlinear estimators including a strictly unbiased estimator and an improved estimator based on the maximum likelihood. While the maximum likelihood estimator (MLE) does not have a closed-form density function, we propose highly accurate closed-form approximations.







