Near-optimal sparse fourier representations via sampling

  • Authors:
  • A. C. Gilbert;S. Guha;P. Indyk;S. Muthukrishnan;M. Strauss

  • Affiliations:
  • AT&T Labs---Research;University of Pennsylvania;MIT;AT&T Labs---Research;AT&T Labs---Research

  • Venue:
  • STOC '02 Proceedings of the thiry-fourth annual ACM symposium on Theory of computing
  • Year:
  • 2002

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Abstract

(MATH) We give an algorithm for finding a Fourier representation R of B terms for a given discrete signal signal A of length N, such that $\|\signal-\repn\|_2^2$ is within the factor (1 +&egr;) of best possible $\|\signal-\repn_\opt\|_2^2$. Our algorithm can access A by reading its values on a sample set T ⊆[0,N), chosen randomly from a (non-product) distribution of our choice, independent of A. That is, we sample non-adaptively. The total time cost of the algorithm is polynomial in B log(N)log(M)&egr; (where M is the ratio of largest to smallest numerical quantity encountered), which implies a similar bound for the number of samples.