Distributed Uncertainty Quantification of Kernel Interpolation on Spheres

Abstract: For radial basis function (RBF) kernel interpolation of scattered data, Schaback in 1995 proved that the attainable approximation error and the condition number of the underlying interpolation matrix cannot be made small simultaneously. He referred to this finding as an "uncertainty relation", an undesirable consequence of which is that RBF kernel interpolation is susceptible to noisy data. In this paper, we propose and study a distributed interpolation method to manage and quantify the uncertainty brought on by interpolating noisy spherical data of non-negligible magnitude. We also present numerical simulation results showing that our method is practical and robust in terms of handling noisy data from challenging computing environments.