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In this paper, we discuss the development of a sublinear sparse Fourier algorithm for high-dimensional data. In ``Adaptive Sublinear Time Fourier Algorithm" by D. Lawlor, Y. Wang and A. Christlieb (2013), an efficient algorithm with…

Numerical Analysis · Mathematics 2019-07-02 Bosu Choi , Andrew Christlieb , Yang Wang

We extend the recent sparse Fourier transform algorithm of (Lawlor, Christlieb, and Wang, 2013) to the noisy setting, in which a signal of bandwidth N is given as a superposition of k << N frequencies and additive noise. We present two such…

Numerical Analysis · Mathematics 2013-09-03 Andrew Christlieb , David Lawlor , Yang Wang

In this paper a sublinear time algorithm is presented for the reconstruction of functions that can be represented by just few out of a potentially large candidate set of Fourier basis functions in high spatial dimensions, a so-called…

Numerical Analysis · Mathematics 2020-06-24 Lutz Kämmerer , Felix Krahmer , Toni Volkmer

In recent years, a number of works have studied methods for computing the Fourier transform in sublinear time if the output is sparse. Most of these have focused on the discrete setting, even though in many applications the input signal is…

Data Structures and Algorithms · Computer Science 2016-09-06 Eric Price , Zhao Song

We propose RSFT, which is an extension of the one dimensional Sparse Fourier Transform algorithm to higher dimensions in a way that it can be applied to real, noisy data. The RSFT allows for off-grid frequencies. Furthermore, by…

Systems and Control · Computer Science 2016-10-05 Shaogang Wang , Vishal M. Patel , Athina Petropulu

We present the first sample-optimal sublinear time algorithms for the sparse Discrete Fourier Transform over a two-dimensional sqrt{n} x sqrt{n} grid. Our algorithms are analyzed for /average case/ signals. For signals whose spectrum is…

Data Structures and Algorithms · Computer Science 2013-03-07 Badih Ghazi , Haitham Hassanieh , Piotr Indyk , Dina Katabi , Eric Price , Lixin Shi

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 present a new deterministic algorithm for the sparse Fourier transform problem, in which we seek to identify k << N significant Fourier coefficients from a signal of bandwidth N. Previous deterministic algorithms exhibit quadratic…

Numerical Analysis · Mathematics 2012-07-27 David Lawlor , Yang Wang , Andrew Christlieb

We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…

Methodology · Statistics 2011-12-13 Dan Yang , Zongming Ma , Andreas Buja

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

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

We consider the problem of estimating a Fourier-sparse signal from noisy samples, where the sampling is done over some interval $[0, T]$ and the frequencies can be "off-grid". Previous methods for this problem required the gap between…

Data Structures and Algorithms · Computer Science 2016-09-07 Xue Chen , Daniel M. Kane , Eric Price , Zhao Song

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

High-order clustering aims to classify objects in multiway datasets that are prevalent in various fields such as bioinformatics, recommendation systems, and social network analysis. Such data are often sparse and high-dimensional, posing…

Statistics Theory · Mathematics 2025-12-05 Ian Välimaa , Lasse Leskelä

Many models for sparse regression typically assume that the covariates are known completely, and without noise. Particularly in high-dimensional applications, this is often not the case. This paper develops efficient OMP-like algorithms to…

Statistics Theory · Mathematics 2015-03-31 Yudong Chen , Constantine Caramanis

In this paper, we consider the extensively studied problem of computing a $k$-sparse approximation to the $d$-dimensional Fourier transform of a length $n$ signal. Our algorithm uses $O(k \log k \log n)$ samples, is dimension-free, operates…

Data Structures and Algorithms · Computer Science 2019-09-26 Vasileios Nakos , Zhao Song , Zhengyu Wang

In this paper, we theoretically propose a new hashing scheme to establish the sparse Fourier transform in high-dimensional space. The estimation of the algorithm complexity shows that this sparse Fourier transform can overcome the curse of…

Data Structures and Algorithms · Computer Science 2022-05-03 Liang Chen

This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal $x \in \mathbb{R}^p$ from noisy quadratic measurements $y_j = (a_j' x )^2 + \epsilon_j$, $j=1, \ldots, m$, with independent sub-exponential noise…

Statistics Theory · Mathematics 2015-06-11 T. Tony Cai , Xiaodong Li , Zongming Ma

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 tackle the compressive phase retrieval problem in the presence of noise. The noisy compressive phase retrieval problem is to recover a $K$-sparse complex signal $s \in \mathbb{C}^n$, from a set of $m$ noisy quadratic…

Information Theory · Computer Science 2016-06-03 Dong Yin , Kangwook Lee , Ramtin Pedarsani , Kannan Ramchandran
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