Fast Approximation of the Discrete Gauss Transform in Higher Dimensions

نویسندگان

  • Michael Griebel
  • Daniel Wissel
چکیده

We present a novel approach for the fast approximation of the discrete Gauss transform in higher dimensions. The algorithm is based on the dual-tree technique and introduces a new Taylor series expansion. It compares favorably to existing methods especially when it comes to higher dimensions and a broad range of bandwidths. Numerical results with different datasets in up to 62 dimensions demonstrate its performance.

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عنوان ژورنال:
  • J. Sci. Comput.

دوره 55  شماره 

صفحات  -

تاریخ انتشار 2013