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7 - Applications and Occurrences in Data Analysis

from Part Two - Statistics and Applications to Data Analysis

Published online by Cambridge University Press:  31 March 2022

Jean Bernard Lasserre ,
Edouard Pauwels  and
Mihai Putinar
Jean Bernard Lasserre
Affiliation:
LAAS-CNRS, Toulouse
Edouard Pauwels
Affiliation:
Institut de Recherche en Informatique, Toulouse
Mihai Putinar
Affiliation:
University of California, Santa Barbara
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Summary

Several applicationsare described of the Christoffel-Darboux kernel in computational statistics, including parametric (polynomial) regression, optimal design (and an interpretation in computational geometry), density approximation, support inference and outlier detection. Theoretical results leverage statistical concentration and properties of the Christoffel-Darboux kernel. They are illustrated with numerical experiments.

Keywords

parametric regressionoptimal designsupport inferenceoutlier detectionMahalanobis distanceleverage scoressemidefinite programming
Type
Chapter
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The Christoffel–Darboux Kernel for Data Analysis , pp. 87 - 112
Publisher: Cambridge University Press
Print publication year: 2022

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