The empirical Christoffel function with applications in data analysis

11 Jan 2017Jean-Bernard LasserreEdouard Pauwels

We illustrate the potential applications in machine learning of the Christoffel function, or more precisely, its empirical counterpart associated with a counting measure uniformly supported on a finite set of points. Firstly, we provide a thresholding scheme which allows to approximate the support of a measure from a finite subset of its moments with strong asymptotic guaranties... (read more)

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