2 papers
math.NA2026
Asymptotic and pre-asymptotic convergence of sparse grids for anisotropic kernel interpolation
Elliot J. Addy, Aretha L. Teckentrup
Sparse grids are popular tools for high-dimensional function approximation. In this work, we study the use of sparse grids for interpolation using separable Matérn kernels $Φ_{\b…
math.NA2025
Lengthscale-informed sparse grids for kernel methods in high dimensions
Elliot J. Addy, Jonas Latz, Aretha L. Teckentrup
Kernel interpolation, especially in the context of Gaussian process emulation, is a widely used technique in surrogate modelling, where the goal is to cheaply approximate an input-…