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In this paper we approximate high-dimensional functions $f\colon\mathbb T^d\to\mathbb C$ by sparse trigonometric polynomials based on function evaluations. Recently it was shown that a dimension-incremental sparse Fourier transform (SFT)…

Numerical Analysis · Mathematics 2023-06-07 Felix Bartel , Fabian Taubert

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

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 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

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

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

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

A function $f : \mathbb{F}_2^n \to \mathbb{R}$ is $s$-sparse if it has at most $s$ non-zero Fourier coefficients. Motivated by applications to fast sparse Fourier transforms over $\mathbb{F}_2^n$, we study efficient algorithms for the…

Data Structures and Algorithms · Computer Science 2019-10-15 Grigory Yaroslavtsev , Samson Zhou

This paper describes an extension of Fourier approximation methods for multivariate functions defined on the torus $\mathbb{T}^d$ to functions in a weighted Hilbert space $L_{2}(\mathbb{R}^d, \omega)$ via a multivariate change of variables…

Numerical Analysis · Mathematics 2019-12-20 Robert Nasdala , Daniel Potts

In this paper we propose a general strategy for rapidly computing sparse Legendre expansions. The resulting methods yield a new class of fast algorithms capable of approximating a given function $f:[-1,1] \rightarrow \mathbb{R}$ with a…

Numerical Analysis · Mathematics 2016-03-29 Xianfeng Hu , Mark Iwen , Hyejin Kim

We consider the problem of computing the k-sparse approximation to the discrete Fourier transform of an n-dimensional signal. We show: * An O(k log n)-time randomized algorithm for the case where the input signal has at most k non-zero…

Data Structures and Algorithms · Computer Science 2012-04-09 Haitham Hassanieh , Piotr Indyk , Dina Katabi , Eric Price

This paper is concerned with function reconstruction from samples. The sampling points used in several approaches are (1) structured points connected with fast algorithms or (2) unstructured points coming from, e.g., an initial random draw…

Numerical Analysis · Mathematics 2023-06-07 Felix Bartel , Lutz Kämmerer , Daniel Potts , Tino Ullrich

In this paper we present the first known deterministic algorithm for the construction of multiple rank-1 lattices for the approximation of periodic functions of many variables. The algorithm works by converting a potentially large…

Numerical Analysis · Mathematics 2020-03-24 Craig Gross , Mark A. Iwen , Lutz Kämmerer , Toni Volkmer

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 well-studied Sparse Fourier transform problem, where one aims to quickly recover an approximately Fourier $k$-sparse vector $\widehat{x} \in \mathbb{C}^{n^d}$ from observing its time domain representation $x$. In the exact…

Data Structures and Algorithms · Computer Science 2023-01-24 Karl Bringmann , Michael Kapralov , Mikhail Makarov , Vasileios Nakos , Amir Yagudin , Amir Zandieh

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

The problem of approximately computing the $k$ dominant Fourier coefficients of a vector $X$ quickly, and using few samples in time domain, is known as the Sparse Fourier Transform (sparse FFT) problem. A long line of work on the sparse FFT…

Data Structures and Algorithms · Computer Science 2017-04-12 Volkan Cevher , Michael Kapralov , Jonathan Scarlett , Amir Zandieh

In this paper we propose an approximation method for high-dimensional $1$-periodic functions based on the multivariate ANOVA decomposition. We provide an analysis on the classical ANOVA decomposition on the torus and prove some important…

Numerical Analysis · Mathematics 2022-01-31 Daniel Potts , Michael Schmischke

We study the problem of estimating a monotone function $f:\{0,1\}^d\to[0,1]$ from noisy observations at uniformly random vertices of the Boolean hypercube. As a measure of complexity for the target~$f$, we use the total $L^1$-influence…

Statistics Theory · Mathematics 2026-05-20 Gérard Biau

Fourier extension is an approximation method that alleviates the periodicity requirements of Fourier series and avoids the Gibbs phenomenon when approximating functions. We describe a similar extension approach using regular wavelet bases…

Numerical Analysis · Mathematics 2020-04-08 Vincent Coppé , Daan Huybrechs
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