Data analysis from empirical moments and the Christoffel function - Argumentation, Décision, Raisonnement, Incertitude et Apprentissage Accéder directement au contenu
Article Dans Une Revue Foundations of Computational Mathematics Année : 2021

Data analysis from empirical moments and the Christoffel function

Résumé

Spectral features of the empirical moment matrix constitute a resourceful tool for unveiling properties of a cloud of points, among which, density, support and latent structures. It is already well known that the empirical moment matrix encodes a great deal of subtle attributes of the underlying measure. Starting from this object as base of observations we combine ideas from statistics, real algebraic geometry, orthogonal polynomials and approximation theory for opening new insights relevant for Machine Learning (ML) problems with data supported on singular sets. Refined concepts and results from real algebraic geometry and approximation theory are empowering a simple tool (the empirical moment matrix) for the task of solving non-trivial questions in data analysis. We provide (1) theoretical support, (2) numerical experiments and, (3) connections to real world data as a validation of the stamina of the empirical moment matrix approach.
Fichier principal
Vignette du fichier
christoffelSingular.pdf (1.79 Mo) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-01845137 , version 1 (20-07-2018)
hal-01845137 , version 2 (19-10-2018)
hal-01845137 , version 3 (02-01-2020)

Identifiants

Citer

Edouard Pauwels, Mihai Putinar, Jean-Bernard Lasserre. Data analysis from empirical moments and the Christoffel function. Foundations of Computational Mathematics, 2021, 21, pp.243--273. ⟨10.1007/s10208-020-09451-2⟩. ⟨hal-01845137v3⟩
704 Consultations
840 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More