Software

Julia packages

Michael Schmischke implements Fourier based methods for explainable high-dimensional approximation in julia.
The code is frequently further developed and is publicly available via github:

NFFT3 - julia interface for nonequispaced fast Fourier transforms (NFFT)
ANOVAapprox - approximation package for high-dimensional functions in julia
GroupedTransforms - julia package for grouped transformations
AttributeRankingExamples - numerical examples

Python codes (NFFT-KRR)

Theresa Wagner implemented the NFFT-based kernel ridge regression (KRR) with ANOVA-like kernels in Python.
The code is publicly available via github:

NFFT4ANOVA - NFFT-KRR python code.