Sparse grids vs. random points for high-dimensional polynomial approximation

Jakob Eggl; Elias Mindlberger; Mario Ullrich

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arXiv · 2506.24054

Sparse grids vs. random points for high-dimensional polynomial approximation

Jakob Eggl·Elias Mindlberger·Mario Ullrich

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Abstract

We study polynomial approximation on a $d$-cube, where $d$ is large, and compare interpolation on sparse grids, aka Smolyak's algorithm (SA), with a simple least squares method based on randomly generated points (LS) using standard benchmark functions. Our main motivation is the influential paper [Barthelmann, Novak, Ritter: High dimensional polynomial interpolation on sparse grids, Adv. Comput. Math. 12, 2000]. We repeat and extend their theoretical analysis and numerical experiments for SA and compare to LS in dimensions up to 100. Our extensive experiments demonstrate that LS, even with only slight oversampling, consistently matches the accuracy of SA in low dimensions. In high dimensions, however, LS shows clear superiority.

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Jakob Eggl, Elias Mindlberger, Mario Ullrich. 2025-06-30. Sparse grids vs. random points for high-dimensional polynomial approximation. https://arxiv.org/abs/2506.24054

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