Related papers: The Fourier Cosine Method for Discrete Probability…
The Fourier-cosine expansion (COS) method is used to price European options numerically in a very efficient way. To apply the COS method, one has to specify two parameters: a truncation range for the density of the log-returns and a number…
We report on a calculation to show that the Fourier transform of the Deeply Virtual Compton Scattering (DVCS) amplitude with respect to the skewness variable \zeta at fixed invariant momentum transfer squared t gives results that are…
This notes explains how a standard algorithm that constructs the discrete Fourier transform has been formalised and proved correct in the Coq proof assistant using the SSReflect extension.
Gradients have been exploited in proposal distributions to accelerate the convergence of Markov chain Monte Carlo algorithms on discrete distributions. However, these methods require a natural differentiable extension of the target discrete…
We study two discretisations of the nonlinear Fourier transform of AKNS-ZS type, ${\cal F}^E$ and ${\cal F}^D$. Transformation ${\cal F}^D$ is suitable for studying the distributions of the form $u = \sum_{n = 1}^N u_n \, \delta_{x_n}$,…
The Discrete Fourier Transform (DFT) underpins the solution to many inverse problems commonly possessing missing or un-measured frequency information. This incomplete coverage of Fourier space always produces systematic artefacts called…
Fast Fourier transform was included in the Top 10 Algorithms of 20th Century by Computing in Science & Engineering. In this paper, we provide a new simple derivation of both the discrete Fourier transform and fast Fourier transform by means…
Given a real closed polytope $P$, we first describe the Fourier transform of its indicator function by using iterations of Stokes' theorem. We then use the ensuing Fourier transform formulations, together with the Poisson summation formula,…
We consider finite approximations of a fractal generated by an iterated function system of affine transformations on $\mathbb{R}^d$ as a discrete set of data points. Considering a signal supported on this finite approximation, we propose a…
In his monograph Chebyshev and Fourier Spectral Methods, John Boyd claimed that, regarding Fourier spectral methods for solving differential equations, ``[t]he virtues of the Fast Fourier Transform will continue to improve as the relentless…
In this article, we present an $O(N \log N)$ rapidly convergent algorithm for the numerical approximation of the convolution integral with radially symmetric weakly singular kernels and compactly supported densities. To achieve the reduced…
Many real-world networks are characterized by directionality; however, the absence of an appropriate Fourier basis hinders the effective implementation of graph signal processing techniques. Inspired by discrete signal processing, where…
It was demonstrated in earlier work that, by approximating its range kernel using shiftable functions, the non-linear bilateral filter can be computed using a series of fast convolutions. Previous approaches based on shiftable approximation…
An exploit of the Sequential Importance Sampling (SIS) algorithm using Differential Algebra (DA) techniques is derived to develop an efficient particle filter. The filter creates an original kind of particles, called scout particles, that…
The $N$-point discrete Fourier transform (DFT) is a cornerstone for several signal processing applications. Many of these applications operate in real-time, making the computational complexity of the DFT a critical performance indicator to…
In this work, we present the \emph{twiddless fast Fourier transform (TFFT)}, a novel algorithm for computing the $N$-point discrete Fourier transform (DFT). The TFFT's divide strategy builds on recent results that decimate an $N$-point…
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.…
Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…
We propose a Fourier-based approach for optimization of several clustering algorithms. Mathematically, clusters data can be described by a density function represented by the Dirac mixture distribution. The density function can be smoothed…
Directional transforms have recently raised a lot of interest thanks to their numerous applications in signal compression and analysis. In this letter, we introduce a generalization of the discrete Fourier transform, called steerable DFT…