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Kernel methods are versatile tools for function approximation and surrogate modeling. In particular, greedy techniques offer computational efficiency and reliability through inherent sparsity and provable convergence. Inspired by the…

Numerical Analysis · Mathematics 2026-03-09 Marian Klink , Tobias Ehring , Robin Herkert , Robin Lautenschlager , Dominik Göddeke , Bernard Haasdonk

We analyze the convergence of generalized kernel-based interpolation methods. This is done under minimalistic assumptions on both the kernel and the target function. On these grounds, we further prove convergence of popular greedy data…

Numerical Analysis · Mathematics 2024-11-26 Kristof Albrecht , Armin Iske

Kernel interpolation is a versatile tool for the approximation of functions from data, and it can be proven to have some optimality properties when used with kernels related to certain Sobolev spaces. In the context of interpolation, the…

Numerical Analysis · Mathematics 2025-01-09 Gabriele Santin , Tizian Wenzel , Bernard Haasdonk

Kernel-based schemes are state-of-the-art techniques for learning by data. In this work we extend some ideas about kernel-based greedy algorithms to exponential-polynomial splines, whose main drawback consists in possible overfitting and…

Numerical Analysis · Mathematics 2022-10-31 Rosanna Campagna , Stefano De Marchi , Emma Perracchione , Gabriele Santin

The Column Subset Selection Problem provides a natural framework for unsupervised feature selection. Despite being a hard combinatorial optimization problem, there exist efficient algorithms that provide good approximations. The drawback of…

Machine Learning · Computer Science 2018-04-13 Bruno Ordozgoiti , Alberto Mozo , Jesús García López de Lacalle

Greedy methods have recently been successfully applied to generalized kernel interpolation, or the recovery of a function from data stemming from the evaluation of linear functionals, including the approximation of solutions of linear PDEs…

Numerical Analysis · Mathematics 2026-01-29 Bernard Haasdonk , Gabriele Santin , Tizian Wenzel , Daniel Winkle

Data-dependent greedy algorithms in kernel spaces are known to provide fast converging interpolants, while being extremely easy to implement and efficient to run. Despite this experimental evidence, no detailed theory has yet been…

Numerical Analysis · Mathematics 2022-10-31 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk

Kernel based methods provide a way to reconstruct potentially high-dimensional functions from meshfree samples, i.e., sampling points and corresponding target values. A crucial ingredient for this to be successful is the distribution of the…

Numerical Analysis · Mathematics 2021-05-19 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk

We consider scattered data approximation on product regions of equal and different dimensionality. On each of these regions, we assume quasi-uniform but unstructured data sites and construct optimal sparse grids for scattered data…

Numerical Analysis · Mathematics 2026-04-24 Michael Griebel , Helmut Harbrecht , Michael Multerer

Inverse imaging problems rely on limited and indirect measurements, making reconstruction highly dependent on both regularization and sample locations. We introduce a novel greedy framework for the optimal selection of indirect measurements…

Numerical Analysis · Mathematics 2025-12-04 L. Bruni Bruno , P. Massa , E. Perracchione , M. Trombini

Kernel based approximation offers versatile tools for high-dimensional approximation, which can especially be leveraged for surrogate modeling. For this purpose, both "knot insertion" and "knot removal" approaches aim at choosing a suitable…

Machine Learning · Computer Science 2024-05-01 Tizian Wenzel , Armin Iske

We propose a fast greedy algorithm to compute sparse representations of signals from continuous dictionaries that are factorizable, i.e., with atoms that can be separated as a product of sub-atoms. Existing algorithms strongly reduce the…

Signal Processing · Electrical Eng. & Systems 2020-12-01 Gilles Monnoyer de Galland , Luc Vandendorpe , Laurent Jacques

Sparse approximation is important in many applications because of concise form of an approximant and good accuracy guarantees. The theory of compressed sensing, which proved to be very useful in the image processing and data sciences, is…

Numerical Analysis · Mathematics 2025-02-20 V. Temlyakov

In this paper we develop the Greedy Recombination Interpolation Method (GRIM) for finding sparse approximations of functions initially given as linear combinations of some (large) number of simpler functions. In a similar spirit to the…

Numerical Analysis · Mathematics 2024-03-11 Terry Lyons , Andrew D. McLeod

Matrices resulting from the discretization of a kernel function, e.g., in the context of integral equations or sampling probability distributions, can frequently be approximated by interpolation. In order to improve the efficiency, a…

Numerical Analysis · Mathematics 2021-12-10 Steffen Börm

For certain dynamical systems it is possible to significantly simplify the study of stability by means of the center manifold theory. This theory allows to isolate the complicated asymptotic behavior of the system close to a non-hyperbolic…

Dynamical Systems · Mathematics 2020-09-22 Bernard Haasdonk , Boumediene Hamzi , Gabriele Santin , Dominik Wittwar

This work is concerned with the kernel-based approximation of a complex-valued function from data, where the frequency response function of a partial differential equation in the frequency domain is of particular interest. In this setting,…

Computational Engineering, Finance, and Science · Computer Science 2024-11-26 Julien Bect , Niklas Georg , Ulrich Römer , Sebastian Schöps

In this paper we analyze a greedy procedure to approximate a linear functional defined in a Reproducing Kernel Hilbert Space by nodal values. This procedure computes a quadrature rule which can be applied to general functionals, including…

Numerical Analysis · Mathematics 2021-05-19 Gabriele Santin , Toni Karvonen , Bernard Haasdonk

Interpolation models are critical for a wide range of applications, from numerical optimization to artificial intelligence. The reliability of the provided interpolated value is of utmost importance, and it is crucial to avoid the…

Numerical Analysis · Mathematics 2023-08-15 Daniele Peri

In a standard NP-complete optimization problem we introduce an interpolating algorithm between the quick decrease along the gradient (greedy dynamics) and a slow decrease close to the level curves (reluctant dynamics). We find that for a…

Mathematical Physics · Physics 2007-05-23 P. Contucci , C. Giardina' , C. Giberti , F. Unguendoli , C. Vernia
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