Technical report: Two observations on probability distribution symmetries for randomly-projected data

preprint2012arXivOpen access

Abstract

In this technical report, we will make two observations concerning symmetries of the probability distribution resulting from projection of a piece of p-dimensional data onto a random m-dimensional subspace of Rp\mathbb{R}^p, where m < p. In particular, we shall observe that such distributions are unchanged by reflection across the original data vector and by rotation about the original data vector

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