REVIEW 3 major objections 3 minor 51 references
Strange shadows of $\ell_p$-balls
T0 review · 3 major / 3 minor · reviewed 2026-08-11 · deepseek-v4-flash
Pith's one-line read Random projections of $\ell_p$-balls obey a large deviations principle with an entropy-based rate function over $L_q$-zonoids.
desk verdict Substantial new LDP for random projections of ℓ_p-balls, but the proof of the main rate function has a gap around symmetrization that needs fixing. read the letter →
The pith
A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.
The reading
What carries the argument
The central object is the $L_q$-zonoid: a convex body $K$ whose support function is $h_K(u)=(\int_{\mathbb{R}^k}|\langle x,u\rangle|^q\,d\mu(x))^{1/q}$ for some probability measure $\mu$, so the possible finite-rate shadows are exactly these bodies. The engine of the proof is a large deviations principle for the empirical measures $L_n=\frac1n\sum_{i=1}^n\delta_{\sqrt n v_i}$ formed from the rows $v_i$ of a Haar-distributed Stiefel matrix (Proposition 22); because the map $\mu\mapsto Z_q(\mu)$ is continuous in the appropriate Wasserstein metric, the contraction principle converts that measure-valued LDP into a body-valued LDP with rate $I_p(K)$. The rate function is then re-expressed as a maximum entropy problem, and the small-ball theorem is solved by identifying the maximizer on rotationally invariant classes: for $\beta\le\beta_{k,q}$ the maximizer has density $x\mapsto \omega_k^{-1}Z_{k,q,\beta}^{-1}e^{-\lambda_{k,q,\beta}\|x\|^q}$, and the gap regime would correspond to an exponential density $r^{k-1}e^{-\lambda_1 r^q-\lambda_2 r^2}$ with both parameters positive.
What would settle it
Take $p=\infty$, $k=2$, and $\beta\le\beta_{2,1}$; Theorem 11 gives an explicit constant $c_{2,1,\beta}$. Simulate many independent Haar-distributed projections $\Pi_{n,2}$ for increasing $n$ and compare $n^{-1}\log P[Z_{n,\infty}\subset\beta B_2^2]$ with that constant: a systematic deviation as $n$ grows would refute the large deviations principle, while agreement would confirm the rate function and the continuity argument.
Extended reading notes
Core claim
The central claim is Theorem 1: for fixed $k\in\mathbb{N}$ and $2<p\le\infty$, the sequence $Z_{n,p}=n^{1/p-1/2}\Pi_{n,k}^\top \mathbb{B}_p^n$ satisfies a large deviations principle in the space of convex bodies equipped with Hausdorff distance, with good rate function $I_p(K)=\inf\{\mathrm{Ent}(\gamma^{\otimes k})-\mathrm{Ent}(\mu):\mu\in\mathcal{P}_q(\mathbb{R}^k),\, Z_q(\mu)=K,\, Z_2(\mu)\subset B_2^k\}$, where $Z_q(\mu)$ is the $L_q$-zonoid generated by $\mu$ and $1/p+1/q=1$. The rate function is finite exactly on $L_q$-zonoids whose generating measure has covariance bounded by the identity, and its unique zero is $m_q B_2^k$, giving the almost sure convergence of Corollary 3. By polarity, the same result transfers to random sections: $K_{n,q}=\Pi_{n,k}^\top(n^{1/q-1/2}\mathbb{B}_q^n\cap E_{n,k})$ has rate function $J_q(K)=I_p(K^\circ)$ (Theorem 5). The proof obtains the body-valued LDP by contracting an LDP for the empirical measure of the rows of the random Stiefel matrix, then rewrites the rate as a maximum entropy problem. A further maximum-entropy computation yields the explicit small-ball exponent in Theorem 11.
Load-bearing premise
The chain of proof imports, without reproof, a large deviations principle for the empirical measures of the rows of a random orthogonal frame; if that imported theorem, or the range of exponents it covers, were not valid, the contraction argument and the subsequent LDP would collapse.
Editorial extensions
If this is right
- For every fixed $k$ and $2<p\le\infty$, the rescaled projections $Z_{n,p}$ converge almost surely in Hausdorff distance to $m_q B_2^k$; the random sections in the dual range converge almost surely to $m_q^{-1}B_2^k$.
- Any shadow that appears with merely exponential probability must be an $L_q$-zonoid contained in $B_2^k$ with nonempty interior; all other convex bodies have infinite rate and appear with super-exponentially small probability.
- The asymptotic probability that $Z_{n,p}\subset\beta B_2^k$ is $\exp(n\,c_{k,q,\beta}+o(n))$ for $\beta\le\beta_{k,q}$, with $c_{k,q,\beta}$ given explicitly in terms of Gamma functions, and is not exponentially small once $\beta\ge m_q$.
- Continuous functionals such as volume, intrinsic volumes, or diameter inherit a large deviations principle from the rate function by the contraction principle, so their rare deviations can in principle be read off the same entropy functional.
- In the intermediate range $\beta_{k,q}<\beta<m_q$ the exponential rate exists but is not computed; the paper shows the relevant sets are continuity sets there, so the missing value is well defined.
Reading between the lines
- Beyond the paper: solving the two-moment maximum entropy problem in the gap $\beta_{k,q}<\beta<m_q$ would determine the missing constant $c_{k,q,\beta}$; the expected optimizer is $v(r)=r^{k-1}e^{-\lambda_1 r^q-\lambda_2 r^2}$ with both parameters positive, so the constants can be computed numerically and checked by simulation.
- Beyond the paper: because every finite-rate shadow is an $L_q$-zonoid with a covariance constraint, extremal questions about volume, mean width, or other functionals of the projection reduce to optimization over a finite-dimensional family of generating measures, which may yield sharper bounds than functional-level large deviations alone.
- Beyond the paper: the complementary range $1<p<2$ is expected to need speed $n^{2/q}$; if a measure-valued LDP with that speed exists, the same contraction and maximum-entropy machinery would give the analogous body-valued LDP, making the present result a template for the remaining cases.
- Beyond the paper: the conjectural form of the maximum-entropy density connects the rate function to $q$-stable laws---when the quadratic constraint is dropped, the density is the Fourier transform of a symmetric $q$-stable distribution---so the 'strangeness' of a shadow may be interpretable as a distance in spectral-measure space to Gaussianity.
Editorial analysis
A structured set of objections, weighed in public.
Referee Report
Summary. The paper establishes a large deviations principle (LDP) for the sequence of random convex bodies Z_{n,p} = n^{1/p-1/2} Π_{n,k}^T B_p^n, the orthogonal projections of ℓ_p^n balls onto random k-dimensional subspaces, for 2 < p ≤ ∞ (and its dual statement for random sections for 1 ≤ q < 2). The LDP takes place in the space of convex bodies with the Hausdorff metric, and the rate function I_p(K) is expressed as a maximum entropy over probability measures µ generating the L_q-zonoid K, subject to the constraint Z_2(µ) ⊂ B_2^k. The paper derives as corollaries the almost sure convergence of the renormalized projections/sections to a Euclidean ball of radius m_q or m_q^{-1}, computes the exponential rate of the small-ball probability P[Z_{n,p} ⊂ β B_2^k], and proves an auxiliary inequality for the Gamma function. The main proof routes through the Kim–Ramanan LDP for the empirical measures of rows of a Haar-distributed Stiefel matrix, the continuity of the L_q-zonoid map, the contraction principle, and a duality argument for sections.
Significance. If the main theorem is correct, the paper makes a substantial contribution to asymptotic convex geometry and large deviations: it gives a full shape-level LDP for random projections of ℓ_p-balls, with a rate function that is explicit enough to compute small-ball asymptotics, and it unifies several earlier functional and volume results. The approach via L_q-zonoids and maximum entropy is novel and well adapted to the problem. The paper also contains a self-contained proof of an interesting Gamma-function inequality (Proposition 13), and its use of the external Kim–Ramanan LDP is clearly signposted. The main concern is whether the proof of the rate function in Theorem 1 is valid as written; the symmetrization step and equation (2) contain a load-bearing gap that affects all subsequent results.
major comments (3)
- [Section 3, proof of Theorem 1 (equations (13)–(14), (2))] The symmetrization step is invalid. For a measure µ with covariance Σ ≤ I and mean m, the symmetrized measure µ̃ = (µ + µ∘(−id))/2 has covariance Σ + mmᵀ, which need not satisfy Σ + mmᵀ ≤ I. If it does not, then H_k(µ̃) = ∞ by the definition in (13), while H_k(µ) < ∞, so the claimed inequality H_k(µ̃) ≤ H_k(µ) fails. A concrete counterexample is µ = N(m, σ²I) with σ²I ≤ I and ||m||² > 1 − σ². Thus the reduction to centered measures, which is used to drop the term (1/2)||bar µ||² from the contraction rate, is not justified. Consequently, the rate function stated in Theorem 1, with the constraint Z_2(µ) ⊂ B_2^k, is not shown to be equal to the contraction rate (14). This gap propagates to Corollary 3, Theorem 5, and Theorem 11, all of which rely on the explicit form of I_p.
- [Equation (2) and Remark 2] The statement that Z_2(µ) ⊂ B_2^k is equivalent to Cov(µ) ≤ I_{k×k} is false. By definition Z_2(µ) has support function (∫ |⟨x,u⟩|² dµ(x))^{1/2}, so Z_2(µ) ⊂ B_2^k is equivalent to E[XXᵀ] ≤ I_{k×k}, not to Cov(µ) ≤ I_{k×k}. The two conditions differ by the rank-one matrix mmᵀ, where m = E[X]. They agree only for centered µ. This misstatement is not a minor typo: it is used in the proof of Theorem 1 to replace the covariance constraint from Proposition 22 with the second-moment constraint in the theorem, and it changes the set of admissible measures in the rate function.
- [Proposition 20 and Proposition 22] There is an inconsistency between the exact constraint satisfied by the empirical measures L_n and the stated rate function H_k in (13). For every realization of the Stiefel matrix Π_{n,k}, the rows v_i satisfy Σ_{i=1}^n v_i v_iᵀ = ΠᵀΠ = I_k, so the measure L_n = (1/n)Σ δ_{√n v_i} has second moment exactly I_k. The sequence (L_n) therefore lives in the closed set of probability measures with second moment equal to I_k, and any LDP for it must assign infinite rate to measures with second moment different from I_k. However, H_k as defined in (13) is finite for many such measures, e.g. a centered Gaussian with covariance σ²I for σ² < 1. This suggests that either Proposition 22 misstates the Kim–Ramanan result (the correct constraint may be on the second moment rather than the covariance), or the sequence L_n is not the one to which (13) applies. The authors need to reconcile Proposition 22 with the precise statement in [23] and with the identity in Proposition 20.
minor comments (3)
- [Throughout] There are a number of typos and OCR artifacts: 'entr opy' in the abstract and Section 1, 'satifies' for 'satisfies', 'δk,q as in Theorem 11 satifies δk,q = k/q a_{k,q}' in Section 5. These should be corrected in a revision.
- [Remark 4] The proof sketch for extending the almost sure convergence to 1 < p < ∞ is quite compressed; since this remark is not used later, it is acceptable, but a few more details on the Borel–Cantelli argument would improve readability.
- [Section 5, equation (24)] The form of the optimizer v*(r) in (24) is stated without a derivation; the paper refers to [11, Thm. 12.1.1], which is appropriate, but a short explanation of the complementary slackness conditions would make the argument easier to follow.
Circularity Check
No significant circularity: the main LDP is contracted from an external Kim–Ramanan theorem, and the remaining results are derived rather than assumed.
full rationale
The paper's central input is Proposition 22, quoting Kim and Ramanan [23, Thm. 2.8], an external large deviations principle for the empirical measures L_n of the rows of a Haar-distributed Stiefel matrix. This is not a self-citation, and it is independent support with stated hypotheses that do not include the target result. Theorem 1 is obtained from Proposition 22 by the contraction principle together with the continuity of Z_q established in Proposition 15; no fitted quantity is renamed as a prediction. The algebraic rewriting of H_k, the symmetrization step, and the passage between covariance and second-moment constraints are internal derivations, not definitional reductions. Theorem 11 is computed from an explicit maximum-entropy problem, and the Gamma-function inequality in Proposition 13 is proved separately rather than imported. The self-citations that appear, such as [18], [19], and [20], are contextual or concern auxiliary standard facts and are not load-bearing for the main large deviation claim. The skeptic's objection about symmetrization is a potential mathematical correctness issue, not an instance of circularity, since it does not reduce any claim to its own input. The paper is therefore self-contained against its external LDP input, and no circular step is present.
Assumptions & free parameters
assumptions (4)
- domain assumption Kim-Ramanan LDP for empirical measures of Haar-distributed Stiefel matrices (Prop. 22, [23, Thm. 2.8])
- standard math Contraction principle for large deviations (Dembo-Zeitouni Thm. 4.2.1)
- standard math Maximum entropy density form exp(-λ1 r^q - λ2 r^2) with complementary slackness (Cover-Thomas Thm. 12.1.1)
- standard math Borel-Cantelli argument upgrading LDP to almost sure convergence
Cite this review
Pith. "Pith review of Strange shadows of $\ell_p$-balls." pith.science (2026). https://pith.science/paper/RDMUCA6L
@misc{pith2026241217475,
author = {Pith},
title = {Pith review of: Strange shadows of $\ell_p$-balls},
year = {2026},
howpublished = {\url{https://pith.science/paper/RDMUCA6L}},
note = {Machine review of arXiv:2412.17475}
}
abstract
We prove a large deviations principle for orthogonal projections of the unit ball $\mathbb{B}_p^n$ of $\ell_p^n$ onto a random $k$-dimensional linear subspace of $\mathbb{R}^n$ as $n\to\infty$ in the case $2<p\le \infty$ and for the intersection of $\mathbb{B}_p^n$ with a random $k$-dimensional subspace in the case $1\le p <2$. The corresponding rate function is finite only on $L_q$-zonoids and their duals, respectively, and given in terms of the maximum entropy over suitable measures generating the $L_q$-zonoid, where $\frac{1}{p}+\frac{1}{q}=1$. In particular, we obtain that the renormalized projections/sections almost surely tend to a $k$-dimensional Euclidean ball of certain radius. Moreover, we identify the asymptotic probability that the random orthogonal projection remains within a ball of smaller radius. As a byproduct we obtain an interesting inequality for the Gamma function.
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