Welcome to ANOVAapprox.jl

This package provides a framework for the method ANOVAapprox to approximate high-dimensional functions with a low superposition dimension or a sparse ANOVA decomposition from scattered data.

Literature

• D. Potts und M. Schmischke
  Interpretable transformed ANOVA approximation on the example of the prevention of forest fires
  arXiv, PDF
• F. Bartel, D. Potts und M. Schmischke
  Grouped transformations and Regularization in high-dimensional explainable ANOVA approximation
  SIAM Journal on Scientific Computing (accepted)
  arXiv, PDF
• D. Potts und M. Schmischke
  Interpretable approximation of high-dimensional data
  SIAM Journal on Mathematics of Data Science (accepted)
  arXiv, PDF, Software
• D. Potts und M. Schmischke
  Learning multivariate functions with low-dimensional structures using polynomial bases
  Journal of Computational and Applied Mathematics 403, 113821, 2021
  DOI, arXiv, PDF
• D. Potts und M. Schmischke
  Approximation of high-dimensional periodic functions with Fourier-based methods
  SIAM Journal on Numerical Analysis 59 (5), 2393-2429, 2021
  DOI, arXiv, PDF