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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…

Machine Learning · Computer Science 2019-02-08 Jean-Bernard Lasserre , Edouard Pauwels

Christoffel polynomials are classical tools from approximation theory. They can be used to estimate the (compact) support of a measure $\mu$ on $\mathbb{R}^d$ based on its low-degree moments. Recently, they have been applied to problems in…

Statistics Theory · Mathematics 2026-04-21 Jean-Bernard Lasserre , Lucas Slot

Outlier detection methods have become increasingly relevant in recent years due to increased security concerns and because of its vast application to different fields. Recently, Pauwels and Lasserre (2016) noticed that the sublevel sets of…

Machine Learning · Statistics 2018-06-19 Armin Askari , Forest Yang , Laurent El Ghaoui

Two central objects in constructive approximation, the Christoffel-Darboux kernel and the Christoffel function, are encoding ample information about the associated moment data and ultimately about the possible generating measures. We…

Complex Variables · Mathematics 2019-04-30 Bernhard Beckermann , Mihai Putinar , Edward B. Saff , Nikos Stylianopoulos

New upper bounds on the pointwise behaviour of Christoffel function on convex domains in ${\mathbb{R}}^d$ are obtained. These estimates are established by explicitly constructing the corresponding "needle"-like algebraic polynomials having…

Classical Analysis and ODEs · Mathematics 2017-07-26 A. Prymak

We consider the problem of estimating the support of a measure from a finite, independent, sample. The estimators which are considered are constructed based on the empirical Christoffel function. Such estimators have been proposed for the…

Statistics Theory · Mathematics 2020-05-20 Mai Trang Vu , François Bachoc , Edouard Pauwels

Reliable outlier detection in high-dimensional data is crucial in modern science, yet it remains a challenging task. Traditional methods often break down in these settings due to their reliance on asymptotic behaviors with respect to sample…

Methodology · Statistics 2025-11-05 Seong-ho Lee , Yongho Jeon

The Mittag-Leffler function $E_{\alpha}$ being a natural generalization of the exponential function, an infinite-dimensional version of the fractional Poisson measure would have a characteristic functional \[ C_{\alpha}(\phi)…

Probability · Mathematics 2010-02-11 Maria Joao Oliveira , Habib Ouerdiane , Jose Luis da Silva , R. Vilela Mendes

This paper considers the problem of outlier detection in functional data analysis focusing particularly on the more difficult case of shape outliers. We present an inductive conformal anomaly detection method based on elastic functional…

Methodology · Statistics 2025-04-11 Jason Adams , Brandon Berman , Joshua Michalenko , J. Derek Tucker

The distance function to a compact set plays a crucial role in the paradigm of topological data analysis. In particular, the sublevel sets of the distance function are used in the computation of persistent homology -- a backbone of the…

Statistics Theory · Mathematics 2025-03-31 Siddharth Vishwanath , Bharath K. Sriperumbudur , Kenji Fukumizu , Satoshi Kuriki

Defining a successful notion of a multivariate quantile has been an open problem for more than half a century, motivating a plethora of possible solutions. Of these, the approach of [8] and [25] leading to M-quantiles, is very appealing for…

Statistics Theory · Mathematics 2024-01-11 Sajal Chakroborty , Ram Iyer , A. Alexandre Trindade

This article introduces trimmed estimators for the mean and covariance function of general functional data. The estimators are based on a new measure of outlyingness or data depth that is well defined on any metric space, although this…

Methodology · Statistics 2012-12-03 Daniel Gervini

Outlier detection holds significant importance in the realm of data mining, particularly with the growing pervasiveness of data acquisition methods. The ability to identify outliers in data streams is essential for maintaining data quality…

In this paper we introduce a new method for detecting outliers in a set of proportions. It is based on the construction of a suitable two-way contingency table and on the application of an algorithm for the detection of outlying cells in…

Methodology · Statistics 2016-08-04 Flavio Mignone , Fabio Rapallo

Outlier or anomaly detection is an important task in data analysis. We discuss the problem from a geometrical perspective and provide a framework that exploits the metric structure of a data set. Our approach rests on the manifold…

Machine Learning · Statistics 2022-08-01 Moritz Herrmann , Florian Pfisterer , Fabian Scheipl

For arbitrary planar convex domain, we compute the behavior of Christoffel function up to a constant factor using comparison with other simple reference domains. The lower bound is obtained by constructing an appropriate ellipse contained…

Classical Analysis and ODEs · Mathematics 2021-06-16 A. Prymak

We present an algorithm for data-driven reachability analysis that estimates finite-horizon forward reachable sets for general nonlinear systems using level sets of a certain class of polynomials known as Christoffel functions. The level…

Systems and Control · Electrical Eng. & Systems 2021-04-29 Alex Devonport , Forest Yang , Laurent El Ghaoui , Murat Arcak

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…

Methodology · Statistics 2023-04-20 Yiyuan She , Zhifeng Wang , Jiahui Shen

Outlier recognition is a fundamental problem in data analysis and has attracted a great deal of attention in the past decades. However, most existing methods still suffer from several issues such as high time and space complexities or…

Computational Geometry · Computer Science 2019-04-09 Hu Ding , Mingquan Ye

A two--step Christoffel function based solution is proposed to distribution regression problem. On the first step, to model distribution of observations inside a bag, build Christoffel function for each bag of observations. Then, on the…

Machine Learning · Computer Science 2015-11-24 Vladislav Gennadievich Malyshkin
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