Grouped transformations and regularization in high-dimensional explainable ANOVA approximation
From MaRDI portal
Publication:5084523
DOI10.1137/20M1374547OpenAlexW3213753448WikidataQ114074140 ScholiaQ114074140MaRDI QIDQ5084523FDOQ5084523
Authors: Felix Bartel, Daniel Potts, M. Schmischke 
Publication date: 24 June 2022
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.10199
Recommendations
- Approximation of high-dimensional periodic functions with Fourier-based methods
- Interpretable approximation of high-dimensional data
- Learning multivariate functions with low-dimensional structures using polynomial bases
- Anchor points matter in ANOVA decomposition
- Sparse Fourier transforms on rank-1 lattices for the rapid and low-memory approximation of functions of many variables
group LassoLSQRmultivariate trigonometric polynomialshigh-dimensional approximationanalysis of variance (ANOVA)fast iterative shrinkage-thresholding algorithm (FISTA)explainable approximationnonequispaced fast Fourier transform (NFFT)
Cites Work
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Using NFFT 3 -- a software library for various nonequispaced fast Fourier transforms
- Model Selection and Estimation in Regression with Grouped Variables
- The Group Lasso for Logistic Regression
- Sparse grids
- Title not available (Why is that?)
- Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
- Experiments. Planning, analysis and optimization.
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- Approximation of functions of few variables in high dimensions
- On sensitivity estimation for nonlinear mathematical models
- Tikhonov, Ivanov and Morozov regularization for support vector machine learning
- Reconstructing hyperbolic cross trigonometric polynomials by sampling along rank-1 lattices
- Fast discrete Fourier transform on generalized sparse grids
- On decompositions of multivariate functions
- General foundations of high-dimensional model representations
- Title not available (Why is that?)
- Approximation of multivariate periodic functions by trigonometric polynomials based on rank-1 lattice sampling
- Sparse high-dimensional FFT based on rank-1 lattice sampling
- Estimating Mean Dimensionality of Analysis of Variance Decompositions
- Counting via entropy: new preasymptotics for the approximation numbers of Sobolev embeddings
- Fast discrete algorithms for sparse Fourier expansions of high dimensional functions
- Dimension-wise integration of high-dimensional functions with applications to finance
- Liberating the dimension for function approximation
- Sparse grid quadrature in high dimensions with applications in finance and insurance
- Optimal randomized multilevel algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
- Approximation of high-dimensional periodic functions with Fourier-based methods
- Numerical Fourier analysis
- Fast cross-validation in harmonic approximation
- Infinite-dimensional integration and the multivariate decomposition method
- Learning multivariate functions with low-dimensional structures using polynomial bases
- Interpretable approximation of high-dimensional data
- Effective dimension of some weighted pre-Sobolev spaces with dominating mixed partial derivatives
- Efficient implementations of the multivariate decomposition method for approximating infinite-variate integrals
- Worst-case recovery guarantees for least squares approximation using random samples
- Function integration, reconstruction and approximation using rank-\(1\) lattices
- The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth
Cited In (6)
- Approximation of high-dimensional periodic functions with Fourier-based methods
- Variable transformations in combination with wavelets and ANOVA for high-dimensional approximation
- ANOVA approximation with mixed tensor product basis on scattered points
- Fast hyperbolic wavelet regression meets ANOVA
- Sparse additive function decompositions facing basis transforms
- Interpretable approximation of high-dimensional data
Uses Software
This page was built for publication: Grouped transformations and regularization in high-dimensional explainable ANOVA approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5084523)
