Minimal subsampled rank-1 lattices for multivariate approximation with optimal convergence rate

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Authors: Felix Bartel, Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
Cited by: 1
References: 45

Abstract

In this paper we show error bounds for randomly subsampled rank-1 lattices. We pay particular attention to the ratio of the size of the subset to the size of the initial lattice, which is decisive for the computational complexity. In the special case of Korobov spaces, we achieve the optimal polynomial sampling complexity whilst having the smallest initial lattice possible . We further characterize the frequency index set for which a given lattice is reconstructing by using the reciprocal of the worst-case error achieved using the lattice in question. This connects existing approaches used in proving error bounds for lattices. We make detailed comments on the implementation and test different algorithms using the subsampled lattice in numerical experiments.

Fields of Study & Subjects

Mathematical Approximation and Integration Markov Chains and Monte Carlo Methods Stochastic Gradient Optimization Techniques

Publication details

Journal / source
Mathematics of Computation
Publisher
American Mathematical Society (AMS)
Publication date
1 June 2026
Language
EN