Interpolation

1 min read Updated Fri Apr 24 2026 03:46:02 GMT+0000 (Coordinated Universal Time)

A type of estimation. A method of constructing new data points based on the range of a discrete set of known data points. It is the process of deriving a simple function from a set of discrete data points so that the function passes through all the given data points and can be used to estimate data points in-between the given ones.

Weierstrass Approximation Theorem

Suppose ff is continuous on [a,b][a,b]. Then ϵ>0,  P(x)\forall \epsilon \gt 0,\;\exists P(x) such that x[a,b]\forall x \in [a,b]:

f(x)P(x)<ϵ\left\lvert f(x) - P(x) \right\rvert < \epsilon