Sparse polynomial prediction

被引:1
|
作者
Maruri-Aguilar, Hugo [1 ]
Wynn, Henry [2 ]
机构
[1] Queen Mary Univ London, Sch Math Sci, Mile End Rd, London E1 4NS, England
[2] London Sch Econ, Dept Stat, Houghton St, London WC2A 2AE, England
关键词
Smolyak grids; Sparse designs; Inclusion-exclusion; Betti numbers; INTERPOLATION;
D O I
10.1007/s00362-023-01439-8
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In numerical analysis, sparse grids are point configurations used in stochastic finite element approximation, numerical integration and interpolation. This paper is concerned with the construction of polynomial interpolator models in sparse grids. Our proposal stems from the fact that a sparse grid is an echelon design with a hierarchical structure that identifies a single model. We then formulate the model and show that it can be written using inclusion-exclusion formul AE. At this point, we deploy efficient methodologies from the algebraic literature that can simplify considerably the computations. The methodology uses Betti numbers to reduce the number of terms in the inclusion-exclusion while achieving the same result as with exhaustive formul AE.
引用
收藏
页码:1233 / 1249
页数:17
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