Monte Carlo Quasi-Interpolation of Spherical Data

Abstract

Abstract. We establish a deterministic and stochastic spherical quasi-interpolation framework featuring scaled zonal kernels derived from radial basis functions on the ambient Euclidean space. The method incorporates both quasi–Monte Carlo and Monte Carlo quadrature rules to construct easily computable quasi-interpolants, which provide efficient approximation to Sobolev-space functions for both clean and noisy data. To enhance the approximation power and robustness of our quasi-interpolants, we develop a multilevel method in which quasi-interpolants constructed with graded resolutions join force to reduce the error of approximation. In addition, we derive probabilistic concentration inequalities for our quasi-interpolants in pertinent stochastic settings. The construction of our quasi-interpolants does not require solving any linear system of equations. Numerical experiments show that our quasi-interpolation algorithm is more stable and robust against noise than comparable ones in the literature.