Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters
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Publication:4998633
Abstract: This paper provides the theoretical foundation for the construction of lattice algorithms for multivariate approximation in the worst case setting, for functions in a periodic space with general weight parameters. Our construction leads to an error bound that achieves the best possible rate of convergence for lattice algorithms. This work is motivated by PDE applications in which bounds on the norm of the functions to be approximated require special forms of weight parameters (so-called POD weights or SPOD weights), as opposed to the simple product weights covered by the existing literature. Our result can be applied to other lattice-based approximation algorithms, including kernel methods or splines.
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Cited in
(8)- Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification
- Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights
- Density Estimation in RKHS with Application to Korobov Spaces in High Dimensions
- Comparison of two search criteria for lattice-based kernel approximation
- Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions
- Constructing embedded lattice-based algorithms for multivariate function approximation with a composite number of points
- L₂-approximation using randomized lattice algorithms
- A note on approximation in weighted Korobov spaces via multiple rank-1 lattices
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