ANOVA approximation with mixed tensor product basis on scattered points (2306.09174v2)

Abstract: In this paper we consider an orthonormal basis, generated by a tensor product of Fourier basis functions, half period cosine basis functions, and the Chebyshev basis functions. We deal with the approximation problem in high dimensions related to this basis and design a fast algorithm to multiply with the underlying matrix, consisting of rows of the non-equidistant Fourier matrix, the non-equidistant cosine matrix and the non-equidistant Chebyshev matrix, and its transposed. This leads us to an ANOVA (analysis of variance) decomposition for functions with partially periodic boundary conditions through using the Fourier basis in some dimensions and the half period cosine basis or the Chebyshev basis in others. We consider sensitivity analysis in this setting, in order to find an adapted basis for the underlying approximation problem. More precisely, we find the underlying index set of the multidimensional series expansion. Additionally, we test this ANOVA approximation with mixed basis at numerical experiments, and refer to the advantage of interpretable results.