{ "id": "2008.08380", "version": "v1", "published": "2020-08-19T11:20:28.000Z", "updated": "2020-08-19T11:20:28.000Z", "title": "Approximating $L_p$ unit balls via random sampling", "authors": [ "Shahar Mendelson" ], "categories": [ "math.PR", "math.FA" ], "abstract": "Let $X$ be an isotropic random vector in $R^d$ that satisfies that for every $v \\in S^{d-1}$, $\\|\\|_{L_q} \\leq L \\|\\|_{L_p}$ for some $q \\geq 2p$. We show that for $0<\\varepsilon<1$, a set of $N = c(p,q,\\varepsilon) d$ random points, selected independently according to $X$, can be used to construct a $1 \\pm \\varepsilon$ approximation of the $L_p$ unit ball endowed on $R^d$ by $X$. Moreover, $c(p,q,\\varepsilon) \\leq c^p \\varepsilon^{-2}\\log(2/\\varepsilon)$; when $q=2p$ the approximation is achieved with probability at least $1-2\\exp(-cN \\varepsilon^2/\\log^2(2/\\varepsilon))$ and if $q$ is much larger than $p$---say, $q=4p$, the approximation is achieved with probability at least $1-2\\exp(-cN \\varepsilon^2)$. In particular, when $X$ is a log-concave random vector, this estimate improves the previous state-of-the-art---that $N=c^\\prime(p,\\varepsilon) d^{p/2}\\log d$ random points are enough, and that the approximation is valid with constant probability.", "revisions": [ { "version": "v1", "updated": "2020-08-19T11:20:28.000Z" } ], "analyses": { "keywords": [ "unit ball", "random sampling", "approximation", "random points", "isotropic random vector" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }