Multiscale data sampling and function extension
The authors introduce a multiscale scheme for sampling scattered data which overcomes some limitations of the Nyström interpolation method. The multiscale extension uses coarse-to-fine hierarchy of the multiscale decomposition of a Gaussian kernel. It is proved that the numerical rank of a Gaussian kenel is proportional to the volume of the data.
scientific article; zbMATH DE number 6110198