Learning Fourier-Sparse Signals and Multiband Signals
Dongrun Cai, Xue Chen, Xiaowei Shao, Yile Wang
原文摘要
A classical problem in continuous sparse Fourier transforms, which dates back to Prony's work in 1795, is to learn a $k$-Fourier-sparse signal $x(t):=\sum_{j=1}^k α_j e^{2 π\mathbf{i} f_j t}$ with arbitrary $k$ frequencies $f_1,\ldots,f_k \in \mathbb{R}$. We consider this learning problem within a fixed time window $t \in [-1,1]$ in the presence of bounded $L_2$ adversarial noise. Because the frequencies $f_1,\ldots,f_k$ can be arbitrarily close, accurately recovering individual frequencies is information-theoretically impossible even under exponentially small noise from Moitra (STOC 2015). This work therefore examines two fundamental questions: If an algorithm uses $\tilde{O}(k)$ frequencies to approximate $f_1,\ldots,f_k$ of $x$, what is the optimal covering error? And how can we efficiently learn the continuous signal $x(t)$ as a whole over the time window? Our main result is an algorithm running in time $\tilde{O}(k)$ that outputs a list $L$ of $\tilde{O}(k)$ frequencies with covering error $O(k)$ --- meaning that for most frequencies $f_j$ of $x$, $L$ guarantees $\min_{\tilde{f} \in L} |f_j-\tilde{f}| = O(k)$ --- and an reconstruction $\tilde{x}(t) \approx x(t)$ over $[-1,1]$. When constrained to outputting $\tilde{O}(k)$ frequencies, this $O(k)$ covering error is nearly optimal: Chen and Price (ICALP 2019) demonstrated two indistinguishable $k$-Fourier-sparse signals separated by distance $\tildeΩ(k^2)$ in the frequency domain, which implies an amortized lower bound of $\tildeΩ(k)$ per frequency. Furthermore, our sample and time complexities are nearly optimal, dramatically improving upon the previous best algorithm by Song, Sun, Weinstein, and Zhang (FOCS 2023), which required $\tilde{O}(k^4)$ samples and $\tilde{O}(k^{4ω})$ running time.
cs.DS