Multilevel Sparse Kernel-Based Interpolation

A multilevel kernel-based interpolation method, suitable for moderately high-dimensional function interpolation problems, is proposed. The method, termed multilevel sparse kernel-based interpolation (MLSKI, for short), uses both levelwise and directionwise multilevel decomposition of structured (or mildly unstructured) interpolation data sites in conjunction with the application of kernel-based interpolants with different scaling in each direction. The multilevel interpolation algorithm is based on a hierarchical decomposition of the data sites, whereby at each level the detail is added to the interpolant by interpolating the resulting residual of the previous level. On each level, anisotropic radial basis functions are used for solving a number of small interpolation problems, which are subsequently linearly combined to produce the interpolant. MLSKI can be viewed as an extension of $d$-boolean interpolation (which is closely related to ideas in sparse grid and hyperbolic crosses literature) to kernel-ba...

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