Caratheodory-Tchakaloff Subsampling
classification
🧮 math.NA
keywords
caratheodory-tchakaloffpolynomialsubsamplingalgorithmapplicationbriefcatchcompact
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We present a brief survey on the compression of discrete measures by Caratheodory-Tchakaloff Subsampling, its implementation by Linear or Quadratic Programming and the application to multivariate polynomial Least Squares. We also give an algorithm that computes the corresponding Caratheodory-Tchakaloff (CATCH) points and weights for polynomial spaces on compact sets and manifolds in 2D and 3D.
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Cited by 1 Pith paper
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Fast computation and theoretical guarantees for the NPMLE in exponential family mixtures
A data-compression technique reduces NPMLE computation cost to logarithmic in n for exponential family mixtures, while approximate NPMLEs attain near-parametric rates for marginal density estimation.
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