The empirical Christoffel function with applications in data analysis
From MaRDI portal
Publication:2000530
DOI10.1007/S10444-019-09673-1zbMATH Open1425.62079arXiv1701.02886OpenAlexW2912106686WikidataQ128259022 ScholiaQ128259022MaRDI QIDQ2000530FDOQ2000530
Edouard Pauwels, Jean B. Lasserre
Publication date: 28 June 2019
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Abstract: 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. Secondly, we provide a consistency result which relates the empirical Christoffel function and its population counterpart in the limit of large samples. Finally, we illustrate the relevance of our results on simulated and real world datasets for several applications in statistics and machine learning: (a) density and support estimation from finite samples, (b) outlier and novelty detection and (c) affine matching.
Full work available at URL: https://arxiv.org/abs/1701.02886
Recommendations
- Data analysis from empirical moments and the Christoffel function
- Rate of convergence for geometric inference based on the empirical Christoffel function
- Perturbations of Christoffel-Darboux kernels: detection of outliers
- Christoffel functions and finite moment problems
- A disintegration of the Christoffel function
Learning and adaptive systems in artificial intelligence (68T05) Estimation in multivariate analysis (62H12)
Cites Work
- A plug-in approach to support estimation
- Asymptotical minimax recovery of sets with smooth boundaries
- A Limit Theorem for Solutions of Inequalities
- Detection of Abnormal Behavior Via Nonparametric Estimation of the Support
- On nonparametric estimation of density level sets
- Remarks on Some Nonparametric Estimates of a Density Function
- PLUG-IN ESTIMATION OF GENERAL LEVEL SETS
- On Estimation of a Probability Density Function and Mode
- Optimal rates for plug-in estimators of density level sets
- Measuring mass concentrations and estimating density contour clusters -- An excess mass approach
- Title not available (Why is that?)
- A Remark on Stirling's Formula
- Szegö's extremum problem on the unit circle
- Estimation of non-sharp support boundaries
- On Poincaré cone property
- Orthogonal polynomials of several variables
- Set estimation and nonparametric detection.
- Local convex hull support and boundary estimation
- Title not available (Why is that?)
- Estimating the support of a high-dimensional distribution
- Christoffel functions and universality on the boundary of the ball
- Asymptotics for orthogonal polynomials and Christoffel functions on a ball
- Géza Freud, orthogonal polynomials and Christoffel functions. A case study
- Title not available (Why is that?)
- Adaptive Hausdorff estimation of density level sets
- Asymptotics for Christoffel functions for general measures on the real line
- �ber die konvexe H�lle von n zuf�llig gew�hlten Punkten
- Bergman polynomials on an archipelago: estimates, zeros and shape reconstruction
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotics of the Christoffel functions on a simplex in \(\mathbb{R}^d\)
- Christoffel functions and Fourier series for multivariate orthogonal polynomials
- Title not available (Why is that?)
- Measures with zeros in the inverse of their moment matrix
- Bergman kernels for weighted polynomials and weighted equilibrium measures of $\mathbb{C}^{n}$
- Bernstein's inequality in \(L^p\) for \(0<p<1\) and \((C,1)\) bounds for orthogonal polynomials
- Computing the first Betti number and the connected components of semi-algebraic sets
- Adaptation to lowest density regions with application to support recovery
Cited In (18)
- Dual optimal design and the Christoffel-Darboux polynomial
- Global minimization of polynomial integral functionals
- Moment-SoS methods for optimal transport problems
- A modified Christoffel function and its asymptotic properties
- Nyström landmark sampling and regularized Christoffel functions
- Data analysis from empirical moments and the Christoffel function
- Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel
- Improved convergence analysis of Lasserre's measure-based upper bounds for polynomial minimization on compact sets
- On the Christoffel function and classification in data analysis
- Spectral analysis of 2D outlier layout
- Approximation and interpolation of singular measures by trigonometric polynomials
- Ensemble approximations for constrained dynamical systems using Liouville equation
- Perturbations of Christoffel-Darboux kernels: detection of outliers
- Semi-algebraic approximation using Christoffel-Darboux kernel
- Rate of convergence for geometric inference based on the empirical Christoffel function
- A disintegration of the Christoffel function
- Noncommutative Christoffel-Darboux kernels
- Title not available (Why is that?)
Uses Software
This page was built for publication: The empirical Christoffel function with applications in data analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2000530)
