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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

We give an algorithm for $\ell_2/\ell_2$ sparse recovery from Fourier measurements using $O(k\log N)$ samples, matching the lower bound of \cite{DIPW} for non-adaptive algorithms up to constant factors for any $k\leq N^{1-\delta}$. The…

Data Structures and Algorithms · Computer Science 2014-05-14 Piotr Indyk , Michael Kapralov

In this paper modified variants of the sparse Fourier transform algorithms from [14] are presented which improve on the approximation error bounds of the original algorithms. In addition, simple methods for extending the improved sparse…

Numerical Analysis · Mathematics 2010-10-04 M. A. Iwen

This paper investigates the effects of setting the sampling frequency significantly higher than conventional guidelines in system identification. Although continuous-time identification methods resolve the numerical difficulties encountered…

Systems and Control · Electrical Eng. & Systems 2025-06-05 Ichiro Maruta , Toshiharu Sugie

We consider the classical 1D phase retrieval problem. In order to overcome the difficulties associated with phase retrieval from measurements of the Fourier magnitude, we treat recovery from the magnitude of the short-time Fourier transform…

Information Theory · Computer Science 2015-06-23 Yonina C. Eldar , Pavel Sidorenko , Dustin G. Mixon , Shaby Barel , Oren Cohen

This paper considers the problem of recovering a one or two dimensional discrete signal which is approximately sparse in its discrete gradient from an incomplete subset of its discrete Fourier coefficients which have been corrupted with…

Numerical Analysis · Mathematics 2015-06-10 Clarice Poon

Reconstructing continuous signals from a small number of discrete samples is a fundamental problem across science and engineering. In practice, we are often interested in signals with 'simple' Fourier structure, such as bandlimited,…

Data Structures and Algorithms · Computer Science 2018-12-24 Haim Avron , Michael Kapralov , Cameron Musco , Christopher Musco , Ameya Velingker , Amir Zandieh

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

The extraction of information carried by light plays an increasingly important role in optical communication, imaging, and detection. However, the information can only be successfully extracted when the light pulse is comparably strong,…

Optics · Physics 2026-05-25 Zhen Yang , Zeng-Quan Yan , Li Wang , Xiao-Wei Wang , Ka-Di Zhu , Xian-Min Jin

In this paper an approach for decreasing the computational effort required for the split-step Fourier method (SSFM) is introduced. It is shown that using the sparsity property of the simulated signals, the compressive sampling algorithm can…

Computational Physics · Physics 2015-12-15 Cihan Bayindir

In this paper a deterministic sparse Fourier transform algorithm is presented which breaks the quadratic-in-sparsity runtime bottleneck for a large class of periodic functions exhibiting structured frequency support. These functions…

Numerical Analysis · Mathematics 2017-11-21 Sina Bittens , Ruochuan Zhang , Mark A. Iwen

We propose a Gauss-Legendre quadrature based sampling on the rotation group for the representation of a band-limited signal such that the Fourier transform (FT) of a signal can be exactly computed from its samples. Our figure of merit is…

Information Theory · Computer Science 2017-11-27 Zubair Khalid , Salman Durrani , Rodney A. Kennedy , Yves Wiaux , Jason D. McEwen

We introduce a fast algorithm for computing sparse Fourier transforms supported on smooth curves or surfaces. This problem appear naturally in several important problems in wave scattering and reflection seismology. The main observation is…

Numerical Analysis · Mathematics 2008-01-11 Lexing Ying

In this paper, we present an approach to the reconstruction of signals exhibiting sparsity in a transformation domain, having some heavily disturbed samples. This sparsity-driven signal recovery exploits a carefully suited random sampling…

Information Theory · Computer Science 2020-03-30 Ljubisa Stankovic , Milos Brajovic , Isidora Stankovic , Jonatan Lerga , Milos Dakovic

Fourier transformations of pseudo-Boolean functions are popular tools for analyzing functions of binary sequences. Real-world functions often have structures that manifest in a sparse Fourier transform, and previous works have shown that…

Signal Processing · Electrical Eng. & Systems 2023-01-18 Yigit Efe Erginbas , Justin Singh Kang , Amirali Aghazadeh , Kannan Ramchandran

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 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

This paper considers the problem of recovering a $k$-sparse, $N$-dimensional complex signal from Fourier magnitude measurements. It proposes a Fourier optics setup such that signal recovery up to a global phase factor is possible with very…

Information Theory · Computer Science 2014-10-28 Çağkan Yapar , Volker Pohl , Holger Boche

The synchrosqueezing transform, a kind of reassignment method, aims to sharpen the time-frequency representation and to separate the components of a multicomponent non-stationary signal. In this paper, we consider the short-time Fourier…

Signal Processing · Electrical Eng. & Systems 2019-09-27 Lin Li , Haiyan Cai , Hongxia Han , Qingtang Jiang , Hongbing Ji

We analyze a sublinear RAlSFA (Randomized Algorithm for Sparse Fourier Analysis) that finds a near-optimal B-term Sparse Representation R for a given discrete signal S of length N, in time and space poly(B,log(N)), following the approach…

Numerical Analysis · Mathematics 2007-05-23 Jing Zou , Anna Gilbert , Martin Strauss , Ingrid Daubechies