arXiv:2611.04479v1 Announce Type: new
Abstract: In this paper, we introduce the Cone Alignment Index (CAI), a scale-invariant sparsity measure associated with a Lorentz-cone geometry. We provide a probabilistic analysis of the distribution of the CAI score, including a general theorem and explicit corollaries for Gaussian and uniform distributions. As a consequence, we show that, in the high-sparsity regime, the probability that the samples lie within the convex cone tends to one. Building upon this formulation, we derive two complementary projections: the \emph{Parametric Linear Conic Projection} (PLCP), an efficient closed-form approximation, and the \emph{Parametric Euclidean Conic Projection} (PECP), the exact Euclidean projection onto the cone boundary.
Our analysis establishes several fundamental theoretical properties. We prove that PLCP and PECP are collinear, differ only by a positive radial scaling factor, and induce exactly the same sparsity threshold, thereby preserving an identical active support. Furthermore, we derive a support-identification theorem showing that, for any prescribed sparsity level $l
Abstract: In this paper, we introduce the Cone Alignment Index (CAI), a scale-invariant sparsity measure associated with a Lorentz-cone geometry. We provide a probabilistic analysis of the distribution of the CAI score, including a general theorem and explicit corollaries for Gaussian and uniform distributions. As a consequence, we show that, in the high-sparsity regime, the probability that the samples lie within the convex cone tends to one. Building upon this formulation, we derive two complementary projections: the \emph{Parametric Linear Conic Projection} (PLCP), an efficient closed-form approximation, and the \emph{Parametric Euclidean Conic Projection} (PECP), the exact Euclidean projection onto the cone boundary.
Our analysis establishes several fundamental theoretical properties. We prove that PLCP and PECP are collinear, differ only by a positive radial scaling factor, and induce exactly the same sparsity threshold, thereby preserving an identical active support. Furthermore, we derive a support-identification theorem showing that, for any prescribed sparsity level $l
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