Quartic Samples Suffice for Fourier Interpolation (2210.12495v3)

Abstract: We study the problem of interpolating a noisy Fourier-sparse signal in the time duration $[0, T]$ from noisy samples in the same range, where the ground truth signal can be any $k$-Fourier-sparse signal with band-limit $[-F, F]$. Our main result is an efficient Fourier Interpolation algorithm that improves the previous best algorithm by [Chen, Kane, Price, and Song, FOCS 2016] in the following three aspects: $\bullet$ The sample complexity is improved from $\widetilde{O}(k^{51})$ to $\widetilde{O}(k^{4})$. $\bullet$ The time complexity is improved from $ \widetilde{O}(k^{10\omega+40})$ to $\widetilde{O}(k^{4 \omega})$. $\bullet$ The output sparsity is improved from $\widetilde{O}(k^{10})$ to $\widetilde{O}(k^{4})$. Here, $\omega$ denotes the exponent of fast matrix multiplication. The state-of-the-art sample complexity of this problem is $\sim k^4$, but was only known to be achieved by an exponential-time algorithm. Our algorithm uses the same number of samples but has a polynomial runtime, laying the groundwork for an efficient Fourier Interpolation algorithm. The centerpiece of our algorithm is a new sufficient condition for the frequency estimation task -- a high signal-to-noise (SNR) band condition -- which allows for efficient and accurate signal reconstruction. Based on this condition together with a new structural decomposition of Fourier signals (Signal Equivalent Method), we design a cheap algorithm for estimating each "significant" frequency within a narrow range, which is then combined with a signal estimation algorithm into a new Fourier Interpolation framework to reconstruct the ground-truth signal.