Multiscale Data Sampling and Function Extension

  title={Multiscale Data Sampling and Function Extension},
  author={Amit Bermanis and Amir Averbuch and Ronald R. Coifman},
We introduce a multiscale scheme for sampling scattered data and extending functions de ned on the sampled data points, which overcomes some limitations of the Nyström interpolation method. The multiscale extension (MSE) method is based on mutual distances between data points. It uses a coarse-tone hierarchy of the multiscale decomposition of a Gaussian kernel. It generates a sequence of subsamples, which we refer to as adaptive grids, and a sequence of approximations to a given empirical… CONTINUE READING
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