Variable transformations in combination with wavelets and ANOVA for high-dimensional approximation
type: Item
instance of: scholarly article
title: Variable transformations in combination with wavelets and ANOVA for high-dimensional approximation
zbMATH Open document ID: 1541.41018
author: Daniel Potts
author: Laura Weidensager
published in: Advances in Computational Mathematics
publication date: 2024-06-25T00:00:00Z
review text: Let \(\Omega \in \{{\mathbb T}^d,\,{\mathbb R}^d,\, [0,\,1]^d\}\) or tensor products of these domains. The authors consider the approximation of a high-dimensional function \(f:\,\Omega \to \mathbb C\) from discrete sample points, which are distributed to an arbitrary density. They show that it is possible to transform the good approximation results for periodic functions on the torus \({\mathbb T}^d\) (see [\textit{L. Lippert} et al., Numer. Math. 154, No. 1--2, 155--207 (2023; Zbl 1528.41030)]) to the domain \(\Omega\). This method combines the least squares approximation on \({\mathbb T}^d\) and the truncation of the ANOVA (analysis of variance) decomposition with a variable transformation and a density estimation. The error decay rates and fast algorithms are transferred from the torus \({\mathbb T}^d\) to the domain \(\Omega\). A new extension method, which benefits from the Chui-Wang wavelets, allows the approximation of non-periodic functions too. Numerical experiments illustrate the performance of these procedures.
reviewed by: Manfred Tasche
Mathematics Subject Classification ID: 41A25
Mathematics Subject Classification ID: 41A63
Mathematics Subject Classification ID: 65D15
Mathematics Subject Classification ID: 65T60
zbMATH DE Number: 7870812
zbMATH Keywords: high-dimensional approximation
zbMATH Keywords: variable transformation
zbMATH Keywords: least squares approximation
zbMATH Keywords: ANOVA decomposition
zbMATH Keywords: random sampling
zbMATH Keywords: Chui-Wang wavelets
MaRDI profile type: MaRDI publication profile
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DOI: 10.1007/S10444-024-10147-2
description: scientific article; zbMATH DE number 7870812