Support points

Understand

This paper introduces a new way to compact a continuous probability distribution $F$ into a set of representative points called support points.

• These points are obtained by minimizing the energy distance, a statistical potential measure initially proposed by Sz\'ekely and Rizzo (2004) for testing goodness-of-fit.
• The energy distance has two appealing features.
• First, its distance-based structure allows us to exploit the duality between powers of the Euclidean distance and its Fourier transform for theoretical analysis.