Function integration, reconstruction and approximation using rank-1 lattices
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Publication:4992235
Abstract: We consider rank-1 lattices for integration and reconstruction of functions with series expansion supported on a finite index set. We explore the connection between the periodic Fourier space and the non-periodic cosine space and Chebyshev space, via tent transform and then cosine transform, to transfer known results from the periodic setting into new insights for the non-periodic settings. Fast discrete cosine transform can be applied for the reconstruction phase. To reduce the size of the auxiliary index set in the associated component-by-component (CBC) construction for the lattice generating vectors, we work with a bi-orthonormal set of basis functions, leading to three methods for function reconstruction in the non-periodic settings. We provide new theory and efficient algorithmic strategies for the CBC construction. We also interpret our results in the context of general function approximation and discrete least-squares approximation.
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- A deterministic algorithm for constructing multiple rank-1 lattices of near-optimal size
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Cited in
(22)- Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification
- A deterministic algorithm for constructing multiple rank-1 lattices of near-optimal size
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- Tight error bounds for rank-1 lattice sampling in spaces of hybrid mixed smoothness
- Adaptive Multidimensional Integration Based on Rank-1 Lattices
- Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters
- Grouped transformations and regularization in high-dimensional explainable ANOVA approximation
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- Reconstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices
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