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arXiv 1204.4153math.NAcs.NA
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多级稀疏核基插值

Multilevel Sparse Kernel-Based Interpolation

University of Leicester(莱斯特大学)

Emmanuil H. Georgoulis, Jeremy Levesley, Fazli Subhan

AI总结:

提出一种多级稀疏核基插值方法,通过层次化分解和方向各向异性径向基函数,高效处理中高维大规模数据插值问题。

摘要:

提出了一种适用于中等高维函数插值问题的多级核基插值方法。该方法称为多级稀疏核基插值(简称MLSKI),利用结构化(或轻度非结构化)插值数据点的逐级和逐方向多级分解,并结合在每个方向上具有不同尺度的核基插值函数。多级插值算法基于数据点的层次分解,在每一级通过插值前一级的残差来向插值函数添加细节。在每一级上,使用各向异性径向基函数求解多个小型插值问题,随后将这些解线性组合以生成插值函数。MLSKI可以看作是$d$布尔插值(与稀疏网格和双曲交叉文献中的思想密切相关)向核基函数的扩展,并在层次多级框架内实现加速收敛。数值实验表明,新算法在$\mathbb{R}^{d} imes \mathbb{R}$($d = 2, 3, 4$)中重建具有数万甚至数十万数据点的大规模数据时,数值稳定且高效。此外,至少对于大规模数据集,MLSKI在复杂度、运行时间和收敛性方面通常优于经典的径向基函数方法。

英文摘要:

A multilevel kernel-based interpolation method, suitable for moderately high-dimensional function interpolation problems, is proposed. The method, termed multilevel sparse kernel-based interpolation (MLSKI, for short), uses both level-wise and direction-wise multilevel decomposition of structured (or mildly unstructured) interpolation data sites in conjunction with the application of kernel-based interpolants with different scaling in each direction. The multilevel interpolation algorithm is based on a hierarchical decomposition of the data sites, whereby at each level the detail is added to the interpolant by interpolating the resulting residual of the previous level. On each level, anisotropic radial basis functions are used for solving a number of small interpolation problems, which are subsequently linearly combined to produce the interpolant. MLSKI can be viewed as an extension of $d$-boolean interpolation (which is closely related to ideas in sparse grid and hyperbolic crosses literature) to kernel-based functions, within the hierarchical multilevel framework to achieve accelerated convergence. Numerical experiments suggest that the new algorithm is numerically stable and efficient for the reconstruction of large data in $\mathbb{R}^{d}\times \mathbb{R}$, for $d = 2, 3, 4$, with tens or even hundreds of thousands data points. Also, MLSKI appears to be generally superior over classical radial basis function methods in terms of complexity, run time and convergence at least for large data sets.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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