{"title":"无频率间隙的傅里叶稀疏插值","authors":"Xue Chen, D. Kane, Eric Price, Zhao Song","doi":"10.1109/FOCS.2016.84","DOIUrl":null,"url":null,"abstract":"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 frequencies to be above 1/T, the threshold required to robustly identify individual frequencies. We show the frequency gap is not necessary to estimate the signal as a whole: for arbitrary k-Fourier-sparse signals under l2 bounded noise, we show how to estimate the signal with a constant factor growth of the noise and sample complexity polynomial in k and logarithmic in the bandwidth and signal-to-noise ratio. As a special case, we get an algorithm to interpolate degree d polynomials from noisy measurements, using O(d) samples and increasing the noise by a constant factor in l2.","PeriodicalId":414001,"journal":{"name":"2016 IEEE 57th Annual Symposium on Foundations of Computer Science (FOCS)","volume":"123 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2016-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"40","resultStr":"{\"title\":\"Fourier-Sparse Interpolation without a Frequency Gap\",\"authors\":\"Xue Chen, D. Kane, Eric Price, Zhao Song\",\"doi\":\"10.1109/FOCS.2016.84\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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 frequencies to be above 1/T, the threshold required to robustly identify individual frequencies. We show the frequency gap is not necessary to estimate the signal as a whole: for arbitrary k-Fourier-sparse signals under l2 bounded noise, we show how to estimate the signal with a constant factor growth of the noise and sample complexity polynomial in k and logarithmic in the bandwidth and signal-to-noise ratio. As a special case, we get an algorithm to interpolate degree d polynomials from noisy measurements, using O(d) samples and increasing the noise by a constant factor in l2.\",\"PeriodicalId\":414001,\"journal\":{\"name\":\"2016 IEEE 57th Annual Symposium on Foundations of Computer Science (FOCS)\",\"volume\":\"123 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2016-09-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"40\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2016 IEEE 57th Annual Symposium on Foundations of Computer Science (FOCS)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/FOCS.2016.84\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2016 IEEE 57th Annual Symposium on Foundations of Computer Science (FOCS)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/FOCS.2016.84","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Fourier-Sparse Interpolation without a Frequency Gap
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 frequencies to be above 1/T, the threshold required to robustly identify individual frequencies. We show the frequency gap is not necessary to estimate the signal as a whole: for arbitrary k-Fourier-sparse signals under l2 bounded noise, we show how to estimate the signal with a constant factor growth of the noise and sample complexity polynomial in k and logarithmic in the bandwidth and signal-to-noise ratio. As a special case, we get an algorithm to interpolate degree d polynomials from noisy measurements, using O(d) samples and increasing the noise by a constant factor in l2.