Book contents
6 - Empirical Christoffel–Darboux Analysis
from Part Two - Statistics and Applications to Data Analysis
Published online by Cambridge University Press: 31 March 2022
Summary
For empirical measures supported on a random sample, statistical bounds describe the large-sample asymptotic behavior of the empirical Christoffel function. The Christoffel function associated with a fixed degree will converge to its population counterpart in the large-sample limit. The convergence can be made quantitative using random matrix concentration. Furthermore, in the context of singularly supported population measure, the rank will stabilize almost surely for a finite number of samples.
- Type
- Chapter
- Information
- The Christoffel–Darboux Kernel for Data Analysis , pp. 77 - 86Publisher: Cambridge University PressPrint publication year: 2022