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Improved Reconstruction for Fourier-Sparse Signals

Published 2 May 2022 in cs.DS | (2205.00658v3)

Abstract: We revisit the classical problem of Fourier-sparse signal reconstruction -- a variant of the \emph{Set Query} problem -- which asks to efficiently reconstruct (a subset of) a $d$-dimensional Fourier-sparse signal ($|\hat{x}(t)|0 \leq k$), from minimum \emph{noisy} samples of $x(t)$ in the time domain. We present a unified framework for this problem by developing a theory of sparse Fourier transforms (SFT) for frequencies lying on a \emph{lattice}, which can be viewed as a ``semi-continuous'' version of SFT in between discrete and continuous domains. Using this framework, we obtain the following results: $\bullet$ Dimension-free Fourier sparse recovery We present a sample-optimal discrete Fourier Set-Query algorithm with $O(k{\omega+1})$ reconstruction time in one dimension, \emph{independent} of the signal's length ($n$) and $\ell\infty$-norm. This complements the state-of-art algorithm of [Kapralov, STOC 2017], whose reconstruction time is $\tilde{O}(k \log2 n \log R*)$, where $R* \approx |\hat{x}|_\infty$ is a signal-dependent parameter, and the algorithm is limited to low dimensions. By contrast, our algorithm works for arbitrary $d$ dimensions, mitigating the $\exp(d)$ blowup in decoding time to merely linear in $d$. A key component in our algorithm is fast spectral sparsification of the Fourier basis. $\bullet$ High-accuracy Fourier interpolation In one dimension, we design a poly-time $(3+ \sqrt{2} +\epsilon)$-approximation algorithm for continuous Fourier interpolation. This bypasses a barrier of all previous algorithms [Price and Song, FOCS 2015, Chen, Kane, Price and Song, FOCS 2016], which only achieve $c>100$ approximation for this basic problem. Our main contribution is a new analytic tool for hierarchical frequency decomposition based on \emph{noise cancellation}.

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