TY - JOUR
T1 - Kernel-based interpolation at approximate Fekete points
AU - Karvonen, Toni
AU - Särkkä, Simo
AU - Tanaka, Ken’ichiro
PY - 2020/7/10
Y1 - 2020/7/10
N2 - We construct approximate Fekete point sets for kernel-based interpolation by maximising the determinant of a kernel Gram matrix obtained via truncation of an orthonormal expansion of the kernel. Uniform error estimates are proved for kernel interpolants at the resulting points. If the kernel is Gaussian, we show that the approximate Fekete points in one dimension are the solution to a convex optimisation problem and that the interpolants converge with a super-exponential rate. Numerical examples are provided for the Gaussian kernel.
AB - We construct approximate Fekete point sets for kernel-based interpolation by maximising the determinant of a kernel Gram matrix obtained via truncation of an orthonormal expansion of the kernel. Uniform error estimates are proved for kernel interpolants at the resulting points. If the kernel is Gaussian, we show that the approximate Fekete points in one dimension are the solution to a convex optimisation problem and that the interpolants converge with a super-exponential rate. Numerical examples are provided for the Gaussian kernel.
KW - Gaussian kernel
KW - Radial basis functions
KW - Reproducing kernel Hilbert spaces
UR - http://www.scopus.com/inward/record.url?scp=85087728770&partnerID=8YFLogxK
U2 - 10.1007/s11075-020-00973-y
DO - 10.1007/s11075-020-00973-y
M3 - Article
AN - SCOPUS:85087728770
SN - 1017-1398
JO - NUMERICAL ALGORITHMS
JF - NUMERICAL ALGORITHMS
ER -