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ASKIT: Approximate Skeletonization Kernel-Independent Treecode in High Dimensions

ASKIT: Approximate Skeletonization Kernel-Independent Treecode in High Dimensions

We present a fast algorithm for kernel summation problems in high dimensions. Such problems appear in computational physics, numerical approximation, nonparametric statistics, and machine learning. In our context, the sums depend on a kernel function that is a pair potential defined on a dataset of points in a high-dimensional Euclidean …