Product kernels are efficient and flexible tools for high-dimensional scattered data interpolation

Fuente: arXiv
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Autores principales: Albrecht, Kristof, Entzian, Juliane, Iske, Armin
Formato: Preprint
Publicado: 2023
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author Albrecht, Kristof
Entzian, Juliane
Iske, Armin
author_facet Albrecht, Kristof
Entzian, Juliane
Iske, Armin
contents This work concerns the construction and characterization of product kernels for multivariate approximation from a finite set of discrete samples. To this end, we consider composing different component kernels, each acting on a low-dimensional Euclidean space. Due to Aronszajn (1950), the product of positive semi-definite kernel functions is again positive semi-definite, where, moreover, the corresponding native space is a particular instance of a tensor product, referred to as Hilbert tensor product. We first analyze the general problem of multivariate interpolation by product kernels. Then, we further investigate the tensor product structure, in particular for grid-like samples. We use this case to show that the product of positive definite kernel functions is again positive definite. Moreover, we develop an efficient computation scheme for the well-known Newton basis. Supporting numerical examples show the good performance of product kernels, especially for their flexibility.
format Preprint
id arxiv_https___arxiv_org_abs_2312_09949
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Product kernels are efficient and flexible tools for high-dimensional scattered data interpolation
Albrecht, Kristof
Entzian, Juliane
Iske, Armin
Numerical Analysis
This work concerns the construction and characterization of product kernels for multivariate approximation from a finite set of discrete samples. To this end, we consider composing different component kernels, each acting on a low-dimensional Euclidean space. Due to Aronszajn (1950), the product of positive semi-definite kernel functions is again positive semi-definite, where, moreover, the corresponding native space is a particular instance of a tensor product, referred to as Hilbert tensor product. We first analyze the general problem of multivariate interpolation by product kernels. Then, we further investigate the tensor product structure, in particular for grid-like samples. We use this case to show that the product of positive definite kernel functions is again positive definite. Moreover, we develop an efficient computation scheme for the well-known Newton basis. Supporting numerical examples show the good performance of product kernels, especially for their flexibility.
title Product kernels are efficient and flexible tools for high-dimensional scattered data interpolation
topic Numerical Analysis
url https://arxiv.org/abs/2312.09949