Nonlinear Approximation with Subsampled Rank-1 Lattices

Abstract: In this paper we approximate high-dimensional functions $f\colon\mathbb T^d\to\mathbb C$ by sparse trigonometric polynomials based on function evaluations. Recently it was shown that a dimension-incremental sparse Fourier transform (SFT) approach does not require the signal to be exactly sparse and is applicable in this setting. We combine this approach with subsampling techniques for rank-1 lattices. This way our approach benefits from the underlying structure in the sampling points making fast Fourier algorithms applicable whilst achieving the good sampling complexity of random points (logarithmic oversampling). In our analysis we show detection guarantees of the frequencies corresponding to the Fourier coefficients of largest magnitude. In numerical experiments we make a comparison to full rank-1 lattices and uniformly random points to confirm our findings.