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Computing the convolution $A\star B$ of two length-$n$ vectors $A,B$ is an ubiquitous computational primitive. Applications range from string problems to Knapsack-type problems, and from 3SUM to All-Pairs Shortest Paths. These applications…

Data Structures and Algorithms · Computer Science 2021-05-17 Karl Bringmann , Nick Fischer , Vasileios Nakos

The sparse regression problem, also known as best subset selection problem, can be cast as follows: Given a set $S$ of $n$ points in $\mathbb{R}^d$, a point $y\in \mathbb{R}^d$, and an integer $2 \leq k \leq d$, find an affine combination…

Data Structures and Algorithms · Computer Science 2020-01-01 Jean Cardinal , Aurélien Ooms

In the problem of adaptive compressed sensing, one wants to estimate an approximately $k$-sparse vector $x\in\mathbb{R}^n$ from $m$ linear measurements $A_1 x, A_2 x,\ldots, A_m x$, where $A_i$ can be chosen based on the outcomes $A_1…

Data Structures and Algorithms · Computer Science 2018-04-26 Vasileios Nakos , Xiaofei Shi , David P. Woodruff , Hongyang Zhang

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…

Data Structures and Algorithms · Computer Science 2023-02-09 Zhao Song , Baocheng Sun , Omri Weinstein , Ruizhe Zhang

In the first part of the series papers, we set out to answer the following question: given specific restrictions on a set of samplers, what kind of signal can be uniquely represented by the corresponding samples attained, as the foundation…

Information Theory · Computer Science 2021-08-25 Hanshen Xiao , Yaowen Zhang , Guoqiang Xiao

Recovering a sparse signal from its low-pass projections in the Fourier domain is a problem of broad interest in science and engineering and is commonly referred to as super-resolution. In many cases, however, Fourier domain may not be the…

Information Theory · Computer Science 2019-02-20 Ayush Bhandari , Yonina C. Eldar

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

Computing the Fourier transform of a $q$-ary function $f:\mathbb{Z}_{q}^n\rightarrow \mathbb{R}$, which maps $q$-ary sequences to real numbers, is an important problem in mathematics with wide-ranging applications in biology, signal…

Computational Complexity · Computer Science 2025-08-05 Darin Tsui , Kunal Talreja , Amirali Aghazadeh

Many interesting and fundamentally practical optimization problems, ranging from optics, to signal processing, to radar and acoustics, involve constraints on the Fourier transform of a function. It is well-known that the {\em fast Fourier…

Optimization and Control · Mathematics 2012-09-05 Robert J. Vanderbei

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

Fourier transformation is an extensively studied problem in many research fields. It has many applications in machine learning, signal processing, compressed sensing, and so on. In many real-world applications, approximated Fourier…

Data Structures and Algorithms · Computer Science 2022-08-23 Yeqi Gao , Zhao Song , Baocheng Sun

An approximate sparse recovery system in ell_1 norm formally consists of parameters N, k, epsilon an m-by-N measurement matrix, Phi, and a decoding algorithm, D. Given a vector, x, where x_k denotes the optimal k-term approximation to x,…

Data Structures and Algorithms · Computer Science 2011-07-15 Ely Porat , Martin J. Strauss

In the classical Subset Sum problem we are given a set $X$ and a target $t$, and the task is to decide whether there exists a subset of $X$ which sums to $t$. A recent line of research has resulted in $\tilde{O}(t)$-time algorithms, which…

Data Structures and Algorithms · Computer Science 2023-04-25 Karl Bringmann , Vasileios Nakos

The supervised learning problem to determine a neural network approximation $\mathbb{R}^d\ni x\mapsto\sum_{k=1}^K\hat\beta_k e^{{\mathrm{i}}\omega_k\cdot x}$ with one hidden layer is studied as a random Fourier features algorithm. The…

Numerical Analysis · Mathematics 2020-11-30 Aku Kammonen , Jonas Kiessling , Petr Plecháč , Mattias Sandberg , Anders Szepessy

We develop an efficient and robust high-dimensional sparse Fourier algorithm for noisy samples. Earlier in the paper ``Multi-dimensional sublinear sparse Fourier algorithm" (2016), an efficient sparse Fourier algorithm with $\Theta(ds \log…

Numerical Analysis · Mathematics 2019-07-09 Bosu Choi , Andrew Christlieb , Yang Wang

We develop fast and memory efficient numerical methods for learning functions of many variables that admit sparse representations in terms of general bounded orthonormal tensor product bases. Such functions appear in many applications…

Numerical Analysis · Mathematics 2020-05-11 Bosu Choi , Mark Iwen , Felix Krahmer

The FFT algorithm that implements the discrete Fourier transform is considered one of the top ten algorithms of the $20$th century. Its main strengths are the low computational cost of $\mathcal{O}(n \log n$) and its stability. It is one of…

Numerical Analysis · Mathematics 2017-06-15 Matteo Briani , Annie Cuyt , Wen-shin Lee

In this paper we revisit the deterministic version of the Sparse Fourier Transform problem, which asks to read only a few entries of $x \in \mathbb{C}^n$ and design a recovery algorithm such that the output of the algorithm approximates…

Data Structures and Algorithms · Computer Science 2020-05-08 Yi Li , Vasileios Nakos

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

Given a time series vector, how can we efficiently compute a specified part of Fourier coefficients? Fast Fourier transform (FFT) is a widely used algorithm that computes the discrete Fourier transform in many machine learning applications.…

Machine Learning · Computer Science 2020-08-31 Yong-chan Park , Jun-Gi Jang , U Kang