  Spectral features of the empirical moment matrix constitute a resourceful
tool for unveiling properties of a cloud of points, among which, density,
support and latent structures. It is already well known that the empirical
moment matrix encodes a great deal of subtle attributes of the underlying
measure. Starting from this object as base of observations we combine ideas
from statistics, real algebraic geometry, orthogonal polynomials and
approximation theory for opening new insights relevant for Machine Learning
(ML) problems with data supported on singular sets. Refined concepts and
results from real algebraic geometry and approximation theory are empowering a
simple tool (the empirical moment matrix) for the task of solving non-trivial
questions in data analysis. We provide (1) theoretical support, (2) numerical
experiments and, (3) connections to real world data as a validation of the
stamina of the empirical moment matrix approach.
