Improved Reconstruction for Fourier-Sparse Signals

TL;DR

This paper introduces a unified framework for Fourier-sparse signal reconstruction that achieves dimension-free, sample-optimal algorithms and high-accuracy interpolation, advancing the efficiency and precision of Fourier analysis in high dimensions.

Contribution

It develops a semi-continuous sparse Fourier transform framework, providing dimension-free algorithms and improved interpolation methods, surpassing previous limitations in efficiency and accuracy.

Findings

Dimension-free Fourier sparse recovery algorithm with $O(k^{ ext{w}+1})$ time

Poly-time $(3+ rac{ extsqrt{2}} + extepsilon)$-approximate Fourier interpolation

Fast spectral sparsification of the Fourier basis

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 $\tilde{O}(k \log^2 n \log R^*)$, 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}.