Near-Optimal Sparse Fourier Representations via Sampling

Anna Gilbert, AT&T Shannon Labs, Florham Park

April 9, 4:30 PM, Rutgers Univ. CORE 431

Abstract.

A Fourier series decomposes a signal into its trigonometric components, which vibrate at various frequencies. A B-term Fourier approximation of a discrete signal s of length N consists of the B largest Fourier coefficients. We give an algorithm for finding a Fourier representation r of B terms for a given signal s, such that the sum-square-error of the representation is within the factor (1 + epsilon) of best possible error. Our algorithm can access s by reading its values on a sample set T in [0,N), chosen randomly from a (non-product) distribution of our choice, independent of s. That is, we sample non-adaptively. The total time cost of the algorithm is polynomial in B log(N) log(M) / epsilon (where M is a standard input precision parameter), which implies a similar bound for the number of samples. This algorithm has implications for an algorithmic discrete uncertainty principle and applications to numerical analysis.

Joint work with Sudipto Guha, Piotr Indyk, S. Muthukrishnan, and Martin Strauss.



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