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Related papers: Adaptive sub-linear Fourier algorithms

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We consider the problem of computing a $k$-sparse approximation to the Fourier transform of a length $N$ signal. Our main result is a randomized algorithm for computing such an approximation (i.e. achieving the $\ell_2/\ell_2$ sparse…

Data Structures and Algorithms · Computer Science 2016-04-05 Michael Kapralov

We develop the uniform sparse Fast Fourier Transform (usFFT), an efficient, non-intrusive, adaptive algorithm for the solution of elliptic partial differential equations with random coefficients. The algorithm is an adaption of the sparse…

Numerical Analysis · Mathematics 2022-09-05 Lutz Kämmerer , Daniel Potts , Fabian Taubert

Computing the Sparse Fast Fourier Transform(sFFT) of a K-sparse signal of size N has emerged as a critical topic for a long time. The sFFT algorithms decrease the runtime and sampling complexity by taking advantage of the signal inherent…

Signal Processing · Electrical Eng. & Systems 2020-11-12 Bin Li , Zhikang Jiang , Jie Chen

The paper presents a general strategy to solve ordinary differential equations (ODE), where some coefficient depend on the spatial variable and on additional random variables. The approach is based on the application of a recently developed…

Numerical Analysis · Mathematics 2019-07-17 Maximilian Bochmann , Lutz Kämmerer , Daniel Potts

This paper addresses the problem of expressing a signal as a sum of frequency components (sinusoids) wherein each sinusoid may exhibit abrupt changes in its amplitude and/or phase. The Fourier transform of a narrow-band signal, with a…

Machine Learning · Computer Science 2013-02-27 Yin Ding , Ivan W. Selesnick

In this paper we describe a quantum algorithm to solve sparse systems of nonlinear differential equations whose nonlinear terms are polynomials. The algorithm is nondeterministic and its expected resource requirements are polylogarithmic in…

Quantum Physics · Physics 2008-12-24 Sarah K. Leyton , Tobias J. Osborne

In this paper, we propose a new regression-based algorithm to compute Graph Fourier Transform (GFT). Our algorithm allows different regularizations to be included when computing the GFT analysis components, so that the resulting components…

Signal Processing · Electrical Eng. & Systems 2018-11-22 Seyed Hamid Safavi , Manas Khatua , Ngai-Man Cheung , Farah Torkamani-Azar

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

We present a novel algorithm, named the 2D-FFAST, to compute a sparse 2D-Discrete Fourier Transform (2D-DFT) featuring both low sample complexity and low computational complexity. The proposed algorithm is based on mixed concepts from…

Information Theory · Computer Science 2015-09-22 Frank Ong , Sameer Pawar , Kannan Ramchandran

We consider the problem of querying a string (or, a database) of length $N$ bits to determine all the locations where a substring (query) of length $M$ appears either exactly or is within a Hamming distance of $K$ from the query. We assume…

Information Theory · Computer Science 2017-04-27 Nagaraj T. Janakiraman , Avinash Vem , Krishna R. Narayanan , Jean-Francois Chamberland

In this paper we consider Sparse Fourier Transform (SFT) algorithms for approximately computing the best $s$-term approximation of the Discrete Fourier Transform (DFT) $\mathbf{\hat{f}} \in \mathbb{C}^N$ of any given input vector…

Numerical Analysis · Mathematics 2017-06-12 Sami Merhi , Ruochuan Zhang , Mark A. Iwen , Andrew Christlieb

Machine learning and statistics typically focus on building models that capture the vast majority of the data, possibly ignoring a small subset of data as "noise" or "outliers." By contrast, here we consider the problem of jointly…

Machine Learning · Computer Science 2016-08-19 Brendan Juba

In this paper we consider the special case where a discrete signal ${\bf x}$ of length N is known to vanish outside a support interval of length $m < N$. If the support length $m$ of ${\bf x}$ or a good bound of it is a-priori known we…

Numerical Analysis · Mathematics 2016-10-03 Gerlind Plonka , Katrin Wannenwetsch

We study the algorithmic problem of sparse mean estimation in the presence of adversarial outliers. Specifically, the algorithm observes a \emph{corrupted} set of samples from $\mathcal{N}(\mu,\mathbf{I}_d)$, where the unknown mean $\mu \in…

Data Structures and Algorithms · Computer Science 2024-03-08 Ankit Pensia

In this paper, we consider multiple signals sharing same instantaneous frequencies. This kind of data is very common in scientific and engineering problems. To take advantage of this special structure, we modify our data-driven…

Information Theory · Computer Science 2015-07-09 Thomas Y. Hou , Zuoqiang Shi

We study convergence properties of sparse averages of partial sums of Fourier series of continuous functions. By sparse averages, we are considering an increasing sequences of integers $n_0 < n_1 < n_2 < ...$ and looking at…

Classical Analysis and ODEs · Mathematics 2019-03-19 Ethan Goolish , Robert S. Strichartz

Most quantum algorithms that give an exponential speedup over classical algorithms exploit the Fourier transform in some way. In Shor's algorithm, sampling from the quantum Fourier spectrum is used to discover periodicity of the modular…

Quantum Physics · Physics 2015-05-14 Martin Roetteler

The state-of-the-art automotive radars employ multidimensional discrete Fourier transforms (DFT) in order to estimate various target parameters. The DFT is implemented using the fast Fourier transform (FFT), at sample and computational…

Signal Processing · Electrical Eng. & Systems 2018-01-16 Shaogang Wang , Vishal M. Patel , Athina Petropulu

Many applications of machine learning on discrete domains, such as learning preference functions in recommender systems or auctions, can be reduced to estimating a set function that is sparse in the Fourier domain. In this work, we present…

Machine Learning · Computer Science 2021-05-11 Chris Wendler , Andisheh Amrollahi , Bastian Seifert , Andreas Krause , Markus Püschel

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros