The Christoffel function: Applications, connections and extensions
Résumé
We provide an introduction to the Christoffel function (CF), a well-known (and old) tool from the theory of approximation and orthogonal polynomials. We then describe how it provides a simple and easy-to-use tool to address some problems in data analysis and mining, and in approximation and interpolation of discontinuous functions. Finally we also reveal some surpris- ing links of the CF with seemingly different disciplines, including polynomial optimization, positivity certificates, and equilibrium measures of compact sets
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