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math.OC2024
An infinite-dimensional Christoffel function and detection of abnormal trajectories
Didier Henrion, Jean-Bernard Lasserre
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 measur…
math.OC2024
Gaussian mixtures closest to a given measure via optimal transport
Jean-Bernard Lasserre
Given a determinate (multivariate) probability measure , we characterize Gaussian mixtures which minimize the Wasserstein distance to when the mixing p…