Compute robust linear interpolation with edge cases
Company: Two Sigma
Role: Data Scientist
Category: Statistics & Math
Difficulty: medium
Interview Round: Online Assessment
Overview: Derive the linear interpolant through two points given in either order, evaluate it at a query, and rewrite it as a convex combination. Define a rule for two points sharing the same x, bound the error from noisy y-values, and extend the idea to piecewise-linear interpolation over several points.