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arXiv 2302.09689math.NAcs.NAstat.CO
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径向基函数的平均维数

Mean dimension of radial basis functions

Christopher Hoyt, Art B. Owen

摘要:

我们发现,广义multiquadric径向基函数(RBFs)的$\mathbb{R}^d$有一个平均尺寸,即$1+O(1/d)$作为$d\to\infty$与隐含常数的显式界,在矩条件下,他们的输入。在较弱的矩条件下,平均维数仍然接近$1$。因此,这些RBFs变得本质上是加性的,因为它们的尺寸增加。相比之下,高斯径向基函数可以达到1和d之间的任何平均维数。我们还发现,由于凯斯特的测试被积函数,已在拟蒙特卡罗方法理论的影响力有一个平均尺寸,振荡约1和约2之间的标称尺寸$d$增加。

英文摘要:

We show that generalized multiquadric radial basis functions (RBFs) on $\mathbb{R}^d$ have a mean dimension that is $1+O(1/d)$ as $d\to\infty$ with an explicit bound for the implied constant, under moment conditions on their inputs. Under weaker moment conditions the mean dimension still approaches $1$. As a consequence, these RBFs become essentially additive as their dimension increases. Gaussian RBFs by contrast can attain any mean dimension between 1 and d. We also find that a test integrand due to Keister that has been influential in quasi-Monte Carlo theory has a mean dimension that oscillates between approximately 1 and approximately 2 as the nominal dimension $d$ increases.

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