The empirical Christoffel function with applications in data analysis
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Publication:2000530
DOI10.1007/S10444-019-09673-1zbMATH Open1425.62079arXiv1701.02886OpenAlexW2912106686WikidataQ128259022 ScholiaQ128259022MaRDI QIDQ2000530FDOQ2000530
Authors: 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
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Learning and adaptive systems in artificial intelligence (68T05) Estimation in multivariate analysis (62H12)
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- A modified Christoffel function and its asymptotic properties
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- Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel
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