The empirical Christoffel function in Statistics and Machine Learning

@article{Lasserre2017TheEC,
  title={The empirical Christoffel function in Statistics and Machine Learning},
  author={Jean B. Lasserre and Edouard Jean Robert Pauwels},
  journal={ArXiv},
  year={2017},
  volume={abs/1701.02886}
}
We illustrate the potential in statistics and 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… CONTINUE READING
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