Minimal Subsampled Rank-1 Lattices for Multivariate Approximation with Optimal Convergence Rate

Fuente: arXiv
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Main Authors: Bartel, Felix, Gilbert, Alexander D., Kuo, Frances Y., Sloan, Ian H.
Format: Preprint
Published: 2025
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author Bartel, Felix
Gilbert, Alexander D.
Kuo, Frances Y.
Sloan, Ian H.
author_facet Bartel, Felix
Gilbert, Alexander D.
Kuo, Frances Y.
Sloan, Ian H.
contents In this paper we show error bounds for randomly subsampled rank-1 lattices. We pay particular attention to the ratio of the size of the subset to the size of the initial lattice, which is decisive for the computational complexity. In the special case of Korobov spaces, we achieve the optimal polynomial sampling complexity whilst having the smallest initial lattice possible. We further characterize the frequency index set for which a given lattice is reconstructing by using the reciprocal of the worst-case error achieved using the lattice in question. This connects existing approaches used in proving error bounds for lattices. We make detailed comments on the implementation and test different algorithms using the subsampled lattice in numerical experiments.
format Preprint
id arxiv_https___arxiv_org_abs_2506_07729
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Minimal Subsampled Rank-1 Lattices for Multivariate Approximation with Optimal Convergence Rate
Bartel, Felix
Gilbert, Alexander D.
Kuo, Frances Y.
Sloan, Ian H.
Numerical Analysis
41A25, 94A20
In this paper we show error bounds for randomly subsampled rank-1 lattices. We pay particular attention to the ratio of the size of the subset to the size of the initial lattice, which is decisive for the computational complexity. In the special case of Korobov spaces, we achieve the optimal polynomial sampling complexity whilst having the smallest initial lattice possible. We further characterize the frequency index set for which a given lattice is reconstructing by using the reciprocal of the worst-case error achieved using the lattice in question. This connects existing approaches used in proving error bounds for lattices. We make detailed comments on the implementation and test different algorithms using the subsampled lattice in numerical experiments.
title Minimal Subsampled Rank-1 Lattices for Multivariate Approximation with Optimal Convergence Rate
topic Numerical Analysis
41A25, 94A20
url https://arxiv.org/abs/2506.07729