Sparse grid

A **sparse grid** is a mathematical and computational technique used primarily in numerical analysis and approximation theory to efficiently represent high-dimensional functions or data. Sparse grids are particularly useful in scenarios where dealing with full grid representations is computationally expensive or infeasible due to the "curse of dimensionality." ### Key Concepts: 1. **Grid Representation**: In high-dimensional spaces, a full grid would require evaluating a function at every combination of points in each dimension.