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Dr. Damien Fay. - University of Cambridge

Dr. Damien Fay. - University of Cambridge

Dr. Damien Fay. - University of Cambridge

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Random Projection.<br />

Random projection is a technique for data compression <strong>of</strong>ten used in<br />

compressed sensing.<br />

Basic idea is very simple:<br />

Given a matrix A = M×K we wish to produce a matrix <strong>of</strong> reduced<br />

dimension M×k where k inner product <strong>of</strong> two rows <strong>of</strong> T is zero<br />

in expectation => T is (nearly) orthogonal.

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