Weighted sum of Dirac Measures

using PolyExp

Series with 3 variables

x = @ring x1 x2 x3
n = length(x)
r = 4;

Random weights in [0,1]

w0 = rand(Float64,r)

4-element Array{Float64,1}:
 0.638924
 0.736486
 0.950273
 0.986364

Random points in [0,1]^n

Xi0= rand(Float64,r,n)

4×3 Array{Float64,2}:
 0.742948    0.141712   0.925641
 0.00529977  0.0592681  0.902205
 0.294066    0.467558   0.949011
 0.339742    0.8851     0.810675

Moment function of the sum of the Dirac measures of the points Xi0 with weights w0 and its generating series up to degree 3.

mt = moment(w0,Xi0)
s = series(mt, monoms(x, 3))

3.3120468991754746 + 0.4269198003937452dx1*dx2*dx3 + 0.5487137640193676dx1^2 + 1.2525893475069072dx2*dx3 + 0.783036721106592dx2^3 + 0.9797706631037382dx1*dx3 + 0.8377829660254306dx2^2dx3 + 2.385288514465678dx3^3 + 0.8817988153146903dx1*dx3^2 + 0.49476133107025977dx1*dx2 + 0.18916915015876168dx1^2dx2 + 2.9573155043999417dx3 + 0.49674301106043944dx1^2dx3 + 0.32485836129926dx1^3 + 1.0931426896163405dx1 + 1.08701240516403dx2*dx3^2 + 1.4515325452107368dx2 + 0.9958780107592893dx2^2 + 0.33316098997739185dx1*dx2^2 + 2.6509864290569904dx3^2

Decomposition of the series from its terms up to degree 3.

w, Xi = svd_decompose(s);

4-element Array{Float64,1}:
 0.736486
 0.638924
 0.950273
 0.986364

Xi

4×3 Array{Float64,2}:
 0.00529977  0.0592681  0.902205
 0.742948    0.141712   0.925641
 0.294066    0.467558   0.949011
 0.339742    0.8851     0.810675