Efficient Basis Change for Sparse-Grid Interpolating Polynomials with Application to T-Cell Sensitivity Analysis

Abstract EN

Sparse-grid interpolation provides good approximations to smooth functions in high dimensions based on relatively few function evaluations, but in standard form it is expressed in Lagrange polynomials.

Here, we give a block-diagonal factorization of the basis-change matrix to give an efficient conversion of a sparse-grid interpolant to a tensored orthogonal polynomial (or gPC) representation.

We describe how to use this representation to give an efficient method for estimating Sobol' sensitivity coefficients and apply this method to analyze and efficiently approximate a complex model of T-cell signaling events.