Counting faces of randomly-projected polytopes when the projection radically lowers dimension

1.1. Three surprises of high dimensions. This paper develops asymptotic methods to count faces of random high-dimensional polytopes; a seemingly dry and unpromising pursuit. Yet our conclusions have surprising implications - in statistics, probability, information theory, and signal processing - with potential impacts in practical subjects like medical imaging and digital communications. Before involving the reader in our lengthy analysis of high-dimensional face counting, we describe three implications of our results. 1.1.1. Convex Hulls of Gaussian Point Clouds. Consider a random point cloud of n points xi, i = 1, . . . , n, sampled independently and identically from a Gaussian distribution in R d with nonsingular covariance. This is a standard model of multivariate data; its properties are increasingly important in a wide range of applications. At the same time, it is an attractive and in some sense timeless object for theoretical study. Properties of the convex hull of the random point cloud X = {xi} have attracted interest for several decades, increasingly so in recent years; there is a nowvoluminous literature on the subject. The results could be significant for understanding outlier detection, or classification problems in machine learning.

[1]  D. Gale 15. Neighboring Vertices on a Convex Polyhedron , 1957 .

[2]  H. Ruben On the geometrical moments of skew-regular simplices in hyperspherical space, with some applications in geometry and mathematical statistics , 1960 .

[3]  David Gale,et al.  Neighborly and cyclic polytopes , 1963 .

[4]  G. C. Shephard,et al.  Diagrams for centrally symmetric polytopes , 1968 .

[5]  R. Schneider Neighbourliness of centrally symmetric polytopes in high dimensions , 1975 .

[6]  Elwyn R. Berlekamp,et al.  On the inherent intractability of certain coding problems (Corresp.) , 1978, IEEE Trans. Inf. Theory.

[7]  K. Brown,et al.  Graduate Texts in Mathematics , 1982 .

[8]  M. Kendall,et al.  Kendall's advanced theory of statistics , 1995 .

[9]  Rolf Schneider,et al.  Random projections of regular simplices , 1992, Discret. Comput. Geom..

[10]  Irene Hueter,et al.  Limit theorems for the convex hull of random points in higher dimensions , 1999 .

[11]  J. K. Böröczky,et al.  Random projections of regular polytopes , 1999 .

[12]  Jiri Matousek,et al.  Lectures on discrete geometry , 2002, Graduate texts in mathematics.

[13]  I. Bárány LECTURES ON DISCRETE GEOMETRY (Graduate Texts in Mathematics 212) , 2003 .

[14]  J. Wellner,et al.  High Dimensional Probability III , 2003 .

[15]  Imre Brny LECTURES ON DISCRETE GEOMETRY (Graduate Texts in Mathematics 212) By JI MATOUEK: 481 pp., 31.50 (US$39.95), ISBN 0-387-95374-4 (Springer, New York, 2002). , 2003 .

[16]  G. Nemes Asymptotic Expansions of Integrals , 2004 .

[17]  Richard G. Baraniuk,et al.  Fast reconstruction of piecewise smooth signals from random projections , 2005 .

[18]  David L. Donoho,et al.  Neighborly Polytopes And Sparse Solution Of Underdetermined Linear Equations , 2005 .

[19]  R. Nowak,et al.  Signal reconstruction from noisy randomized projections with applications to wireless sensing , 2005, IEEE/SP 13th Workshop on Statistical Signal Processing, 2005.

[20]  J. S. Marron,et al.  Geometric representation of high dimension, low sample size data , 2005 .

[21]  J. Tropp,et al.  SIGNAL RECOVERY FROM PARTIAL INFORMATION VIA ORTHOGONAL MATCHING PURSUIT , 2005 .

[22]  Emmanuel J. Candès,et al.  Decoding by linear programming , 2005, IEEE Transactions on Information Theory.

[23]  D. Donoho,et al.  Neighborliness of randomly projected simplices in high dimensions. , 2005, Proceedings of the National Academy of Sciences of the United States of America.

[24]  D. Donoho,et al.  Sparse nonnegative solution of underdetermined linear equations by linear programming. , 2005, Proceedings of the National Academy of Sciences of the United States of America.

[25]  M. Rudelson,et al.  Geometric approach to error-correcting codes and reconstruction of signals , 2005, math/0502299.

[26]  Yaakov Tsaig,et al.  Extensions of compressed sensing , 2006, Signal Process..

[27]  Nathan Linial,et al.  How Neighborly Can a Centrally Symmetric Polytope Be? , 2006, Discret. Comput. Geom..

[28]  D. Donoho For most large underdetermined systems of equations, the minimal 𝓁1‐norm near‐solution approximates the sparsest near‐solution , 2006 .

[29]  Emmanuel J. Candès,et al.  Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information , 2004, IEEE Transactions on Information Theory.

[30]  Emmanuel J. Candès,et al.  Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies? , 2004, IEEE Transactions on Information Theory.

[31]  M. Rudelson,et al.  Sparse reconstruction by convex relaxation: Fourier and Gaussian measurements , 2006, 2006 40th Annual Conference on Information Sciences and Systems.

[32]  David L. Donoho,et al.  High-Dimensional Centrally Symmetric Polytopes with Neighborliness Proportional to Dimension , 2006, Discret. Comput. Geom..