Quartic Samples Suffice for Fourier Interpolation

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 result is an efficient Fourier Interpolation algorithm that improve...

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Published inProceedings / annual Symposium on Foundations of Computer Science pp. 1414 - 1425
Main Authors Song, Zhao, Sun, Baocheng, Weinstein, Omri, Zhang, Ruizhe
Format Conference Proceeding
LanguageEnglish
Published IEEE 06.11.2023
Subjects
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ISSN2575-8454
DOI10.1109/FOCS57990.2023.00087

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Abstract 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 result is an efficient Fourier Interpolation algorithm that improves the previous best algorithm by [Chen, Kane, Price, and Song, FOCS 2016] in the following three aspects:*The sample complexity is improved from \widetilde{O}\left(k^{51}\right) to \widetilde{O}\left(k^{4}\right).*The time complexity is improved from \widetilde{O}\left(k^{10 \omega+40}\right) to \widetilde{O}\left(k^{4 \omega}\right).*The output sparsity is improved from \widetilde{O}\left(k^{10}\right) to \widetilde{O}\left(k^{4}\right). Here, \omega denotes the exponent of fast matrix multiplication. The state-of-the-art sample complexity of this problem is \sim k^{4}, but was only known to be achieved by an exponential-time algorithm. Our algorithm uses the same number of samples but has a polynomial runtime, laying the groundwork for an efficient Fourier Interpolation algorithm.The centerpiece of our algorithm is a new spectral analysis tool-the Signal Equivalent Method-which utilizes the structure of Fourier signals to establish nearly-optimal energy properties, and is the key for efficient and accurate frequency estimation. We use this method, along with a new sufficient condition for frequency recovery (a new high SNR band condition), to design a cheap algorithm for estimating "significant" frequencies within a narrow range. Together with a signal estimation algorithm, we obtain a new Fourier Interpolation algorithm for reconstructing the ground-truth signal.
AbstractList 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 result is an efficient Fourier Interpolation algorithm that improves the previous best algorithm by [Chen, Kane, Price, and Song, FOCS 2016] in the following three aspects:*The sample complexity is improved from \widetilde{O}\left(k^{51}\right) to \widetilde{O}\left(k^{4}\right).*The time complexity is improved from \widetilde{O}\left(k^{10 \omega+40}\right) to \widetilde{O}\left(k^{4 \omega}\right).*The output sparsity is improved from \widetilde{O}\left(k^{10}\right) to \widetilde{O}\left(k^{4}\right). Here, \omega denotes the exponent of fast matrix multiplication. The state-of-the-art sample complexity of this problem is \sim k^{4}, but was only known to be achieved by an exponential-time algorithm. Our algorithm uses the same number of samples but has a polynomial runtime, laying the groundwork for an efficient Fourier Interpolation algorithm.The centerpiece of our algorithm is a new spectral analysis tool-the Signal Equivalent Method-which utilizes the structure of Fourier signals to establish nearly-optimal energy properties, and is the key for efficient and accurate frequency estimation. We use this method, along with a new sufficient condition for frequency recovery (a new high SNR band condition), to design a cheap algorithm for estimating "significant" frequencies within a narrow range. Together with a signal estimation algorithm, we obtain a new Fourier Interpolation algorithm for reconstructing the ground-truth signal.
Author Weinstein, Omri
Song, Zhao
Zhang, Ruizhe
Sun, Baocheng
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  organization: Simons Institute
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Snippet 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...
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StartPage 1414
SubjectTerms Complexity theory
Estimation
Frequency estimation
Interpolation
Noise measurement
Runtime
Sufficient conditions
Title Quartic Samples Suffice for Fourier Interpolation
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