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Multiscale data sampling and function extension
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    Multiscale data sampling and function extension (English)
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    23 November 2012
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    The authors introduce a multiscale scheme for sampling scattered data which overcomes some limitations of the Nyström interpolation method. The multiscale extension uses coarse-to-fine hierarchy of the multiscale decomposition of a Gaussian kernel. It is proved that the numerical rank of a Gaussian kenel is proportional to the volume of the data.
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    Gaussian kernel
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    diffusion maps
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    geometric harmonics
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    multiscale scheme
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    sampling scattered data
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    Nyström interpolation method
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    multiscale decomposition
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    numerical rank
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