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We introduce an infinite-dimensional version of the Christoffel function, where now (i) its argument lies in a Hilbert space of functions, and (ii) its associated underlying measure is supported on a compact subset of the Hilbert space. We…

Optimization and Control · Mathematics 2024-07-03 Didier Henrion , Jean-Bernard Lasserre

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

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

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

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

Multivariate orthogonal polynomials can be introduced by using a moment functional defined on the linear space of polynomials in several variables with real coefficients. We study the so-called Uvarov and Christoffel modifications obtained…

Classical Analysis and ODEs · Mathematics 2016-09-13 Antonia M. Delgado , Lidia Fernández , Teresa E. Pérez , Miguel A. Piñar

We propose, theoretically investigate, and numerically validate an algorithm for the Monte Carlo solution of least-squares polynomial approximation problems in a collocation frame- work. Our method is motivated by generalized Polynomial…

Numerical Analysis · Mathematics 2021-05-04 Akil Narayan , John D. Jakeman , Tao Zhou

We present a new approach to the design of D-optimal experiments with multivariate polynomial regressions on compact semi-algebraic design spaces. We apply the moment-sum-of-squares hierarchy of semidefinite programming problems to solve…

Statistics Theory · Mathematics 2017-03-07 Yohann De Castro , F Gamboa , D Henrion , R Hess , J. -B Lasserre

Performing both right and left multiplication operations using general regular matrix polynomials, which need not be monic and may possess leading coefficients of arbitrary rank, on a rectangular matrix of measures associated with mixed…

Classical Analysis and ODEs · Mathematics 2024-06-21 Manuel Mañas , Miguel Rojas

The purpose of this short note is to show that the Christoffel-Darboux polynomial, useful in approximation theory and data science, arises naturally when deriving the dual to the problem of semi-algebraic D-optimal experimental design in…

Optimization and Control · Mathematics 2020-12-09 Yohann de Castro , Fabrice Gamboa , Didier Henrion , Jean Lasserre

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

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

We introduce a certain variant (or regularization) $\tilde{\Lambda}^\mu_n$ of the standard Christoffel function $\Lambda^\mu_n$ associated with a measure $\mu$ on a compact set $\Omega\subset \mathbb{R}^d$. Its reciprocal is now a…

Optimization and Control · Mathematics 2023-01-27 Jean-Bernard Lasserre

Traditional methods for solving physical equations in curved spaces, especially in fluid mechanics and general relativity, rely heavily on the use of Christoffel symbols. These symbols provide the necessary corrections to account for…

Fluid Dynamics · Physics 2024-10-31 Miguel A. Herrada

An important mathematical tool in the analysis of dynamical systems is the approximation of the reach set, i.e., the set of states reachable after a given time from a given initial state. This set is difficult to compute for complex systems…

Machine Learning · Computer Science 2023-09-19 Abdelmouaiz Tebjou , Goran Frehse , Faïcel Chamroukhi

In this article, we consider the Christoffel transformations for skew-orthogonal polynomials and partial-skew-orthogonal polynomials. We demonstrate that the Christoffel transformations can act as spectral problems for discrete integrable…

Mathematical Physics · Physics 2020-08-04 Shi-Hao Li , Guo-Fu Yu

Darboux transformations for polynomial perturbations of a real multivariate measure are found. The 1D Christoffel formula is extended to the multidimensional realm: multivariate orthogonal polynomials are expressed in terms of last…

Classical Analysis and ODEs · Mathematics 2019-07-09 Gerardo Ariznabarreta , Manuel Mañas

We show that the Christoffel function (CF) factorizes (or can be disintegrated) as the product of two Christoffel functions, one associated with the marginal and the another related to the conditional distribution, in the spirit of "the CF…

Optimization and Control · Mathematics 2022-03-31 Jean-Bernard Lasserre

Computing asymptotics of the recurrence coefficients of X1-Jacobi polynomials we investigate the limit of Christoffel function. We also study the relation between the normalized counting measure based on the zeros of the modified average…

Classical Analysis and ODEs · Mathematics 2019-05-28 Á. P. Horváth

Multivariate orthogonal polynomials in $D$ real dimensions are considered from the perspective of the Cholesky factorization of a moment matrix. The approach allows for the construction of corresponding multivariate orthogonal polynomials,…

Classical Analysis and ODEs · Mathematics 2016-08-17 Gerardo Ariznabarreta , Manuel Mañas
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