MULTISCALE ANALYSIS OF MULTIVARIATE DATA

Kunoth, Angela

For many applications, nonuniformly distributed functional data is given which lead to large–scale scattered data problems. We wish to represent the data in terms of a sparse representation with a minimal amount of degrees of freedom. For this, an adaptive scheme which operates in a coarse-to-fine fashion using a multiscale basis is proposed. Specifically, we investigate hierarchical bases using B-splines and spline-(pre)wavelets. At each stage a leastsquares approximation of the data is computed. We take into account different requests arising in large-scale scattered data fitting: we discuss the fast iterative solution of the least square systems, regularization of the data, and the treatment of outliers. A particular application concerns the approximate continuation of harmonic functions, an issue arising in geodesy.

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Kunoth, Angela: MULTISCALE ANALYSIS OF MULTIVARIATE DATA. 2010.

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