An Adaptive Sublinear-Time Block Sparse Fourier Transform

The problem of approximately computing the $k$ dominant Fourier coefficients of a vector $X$ quickly, and using few samples in time domain, is known as the Sparse Fourier Transform (sparse FFT) problem. A long line of work on the sparse FFT has resulted in algorithms with $O(k\log n\log (n/k))$ runtime [Hassanieh \emph{et al.}, STOC'12] and $O(k\log n)$ sample complexity [Indyk \emph{et al.}, FOCS'14]. These results are proved using non-adaptive algorithms, and the latter $O(k\log n)$ sample complexity result is essentially the best possible under the sparsity assumption alone: It is known that even adaptive algorithms must use $\Omega((k\log(n/k))/\log\log n)$ samples [Hassanieh \emph{et al.}, STOC'12]. By {\em adaptive}, we mean being able to exploit previous samples in guiding the selection of further samples. This paper revisits the sparse FFT problem with the added twist that the sparse coefficients approximately obey a $(k_0,k_1)$ -block sparse model. In this model, signal frequencies are clustered in $k_0$ intervals with width $k_1$ in Fourier space, and $k= k_0k_1$ is the total sparsity. Signals arising in applications are often well approximated by this model with $k_0\ll k$ . Our main result is the first sparse FFT algorithm for $(k_0, k_1)$ -block sparse signals with a sample complexity of $O^*(k_0k_1 + k_0\log(1+ k_0)\log n)$ at constant signal-to-noise ratios, and sublinear runtime. A similar sample complexity was previously achieved in the works on {\em model-based compressive sensing} using random Gaussian measurements, but used $\Omega(n)$ runtime. To the best of our knowledge, our result is the first sublinear-time algorithm for model based compressed sensing, and the first sparse FFT result that goes below the $O(k\log n)$ sample complexity bound. Interestingly, the aforementioned model-based compressive sensing result that relies on Gaussian measurements is non-adaptive, whereas our algorithm crucially uses {\em adaptivity} to achieve the improved sample complexity bound. We prove that adaptivity is in fact necessary in the Fourier setting: Any {\em non-adaptive} algorithm must use $\Omega(k_0k_1\log \frac{n}{k_0k_1})$ samples for the $(k_0,k_1$ )-block sparse model, ruling out improvements over the vanilla sparsity assumption. Our main technical innovation for adaptivity is a new randomized energy-based importance sampling technique that may be of independent interest.

A Universal Sampling Method for Reconstructing Signals with Simple Fourier Transforms

Mikhail Kapralov, Amir Zandieh

Reconstructing continuous signals based on a small number of discrete samples is a fundamental problem across science and engineering. We are often interested in signals with "simple" Fourier structure - e.g., those involving frequencies within a bounded range, a small number of frequencies, or a few blocks of frequencies i.e., bandlimited, sparse, and multiband signals, respectively. More broadly, any prior knowledge on a signal's Fourier power spectrum can constrain its complexity. Intuitively, signals with more highly constrained Fourier structure require fewer samples to reconstruct. We formalize this intuition by showing that, roughly, a continuous signal from a given class can be approximately reconstructed using a number of samples proportional to the statistical dimension of the allowed power spectrum of that class. We prove that, in nearly all settings, this natural measure tightly characterizes the sample complexity of signal reconstruction. Surprisingly, we also show that, up to log factors, a universal non-uniform sampling strategy can achieve this optimal complexity for any class of signals. We present an efficient and general algorithm for recovering a signal from the samples taken. For bandlimited and sparse signals, our method matches the state-of-the-art, while providing the the first computationally and sample efficient solution to a broader range of problems, including multiband signal reconstruction and Gaussian process regression tasks in one dimension. Our work is based on a novel connection between randomized linear algebra and the problem of reconstructing signals with constrained Fourier structure. We extend tools based on statistical leverage score sampling and column-based matrix reconstruction to the approximation of continuous linear operators that arise in the signal reconstruction problem. We believe these extensions are of independent interest and serve as a foundation for tackling a broad range of continuous time problems using randomized methods.

ASSOC COMPUTING MACHINERY2019

Fourier Sampling in Signal Processing and Numerical Linear Algebra

Amir Zandieh

This thesis focuses on developing efficient algorithmic tools for processing large datasets. In many modern data analysis tasks, the sheer volume of available datasets far outstrips our abilities to process them. This scenario commonly arises in tasks including parameter tuning of machine learning models (e.g., Google Vizier) and training neural networks. These tasks often require solving numerical linear algebraic problems on large matrices, making the classical primitives prohibitively expensive. Hence, there is a crucial need to efficiently compress the available datasets. In other settings, even collecting the input dataset is extremely expensive, making it vital to design optimal data sampling strategies. This is common in applications such as MRI acquisition and spectrum sensing. The fundamental questions above are often dual to each other, and hence can be addressed using the same set of core techniques. Indeed, exploiting structured Fourier sparsity is a recurring source of efficiency in this thesis, leading to both fast numerical linear algebra methods and sample efficient data acquisition schemes. One of the main results that we present in this thesis is the first Sublinear-time Model-based Sparse FFT algorithm that achieves a nearly optimal sample complexity for recovery of every signal whose Fourier transform is well approximated by a small number of blocks (e.g., such structure is common in spectrum sensing). Our method matches in sublinear time the result of Baraniuk et. al. (2010), which started the field of model-based compressed sensing. Another highlight of this thesis includes the first Dimension-independent Sparse FFT algorithm that, computes the Fourier transform of a sparse signal in sublinear runtime in any dimension. This is the first algorithm that just like the FFT of Cooley and Tukey is dimension independent and avoids the curse of dimensionality inherent to all previously known techniques. Finally, we give a Universal Sampling Scheme for the reconstruction of structured Fourier signals from continuous measurements. Our approach matches the classical results of Slepian, Pollak, and Landau (1960s) on the reconstruction of bandlimited signals via Prolate Spheroidal Wave Functions and extends these results to a wide class of Fourier structure types. Besides having classical applications in signal processing and data analysis, Fourier techniques have been at the core of many machine learning tasks such as Kernel Matrix Approximation. The second half of this thesis is dedicated to finding compressed and low-rank representations of kernel matrices, which are the primary means of computation with large kernel matrices in machine learning. We build on Fourier techniques and achieve spectral approximation guarantees to the Gaussian kernel using an optimal number of samples, significantly improving upon the classical Random Fourier Features of Rahimi and Recht (2008). Finally, we present a nearly-optimal Oblivious Subspace Embedding for high-degree Polynomial kernels which leads to nearly-optimal embeddings of the high-dimensional Gaussian kernel. This is the first result that does not suffer from an exponential loss in the degree of the polynomial kernel or the dimension of the input point set, providing exponential improvements over the prior works, including the TensorSketch of Pagh (2013) and application of the celebrated Fast Multipole Method of Greengard and Rokhlin (1986) to the kernel approximation problem.

EPFL2020

Sampling the Multiple Facets of Light

Gilles Baechler

The theme of this thesis revolves around three important manifestations of light, namely its corpuscular, wave and electromagnetic nature. Our goal is to exploit these principles to analyze, design and build imaging modalities by developing new signal processing and algorithmic tools, based in particular on sampling and sparsity concepts. First, we introduce a new sampling scheme called variable pulse width, which is based on the finite rate of innovation (FRI) sampling paradigm. This new framework enables to sample and perfectly reconstruct weighted sums of Lorentzians; perfect reconstruction from sampled signals is guaranteed by a set of theorems. Second, we turn to the context of light and study its reflection, which is based on the corpuscular model of light. More precisely, we propose to use our FRI-based model to represent bidirectional reflectance distribution functions. We develop dedicated light domes to acquire reflectance functions and use the measurements obtained to demonstrate the usefulness and versatility of our model. In particular, we concentrate on the representation of specularities, which are sharp and bright components generated by the direct reflection of light on surfaces. Third, we explore the wave nature of light through Lippmann photography, a century-old photography technique that acquires the entire spectrum of visible light. This fascinating process captures interferences patterns created by the exposed scene inside the depth of a photosensitive plate. By illuminating the developed plate with a neutral light source, the reflected spectrum corresponds to that of the exposed scene. We propose a mathematical model which precisely explains the technique and demonstrate that the spectrum reproduction suffers from a number of distortions due to the finite depth of the plate and the choice of reflector. In addition to describing these artifacts, we describe an algorithm to invert them, essentially recovering the original spectrum of the exposed scene. Next, the wave nature of light is further generalized to the electromagnetic theory, which we invoke to leverage the concept of polarization of light. We also return to the topic of the representation of reflectance functions and focus this time on the separation of the specular component from the other reflections. We exploit the fact that the polarization of light is preserved in specular reflections and investigate camera designs with polarizing micro-filters with different orientations placed just in front of the camera sensor; the different polarizations of the filters create a mosaic image, from which we propose to extract the specular component. We apply our demosaicing method to several scenes and additionally demonstrate that our approach improves photometric stereo. Finally, we delve into the problem of retrieving the phase information of a sparse signal from the magnitude of its Fourier transform. We propose an algorithm that resolves the phase retrieval problem for sparse signals in three stages. Unlike traditional approaches that recover a discrete approximation of the underlying signal, our algorithm estimates the signal on a continuous domain, which makes it the first of its kind. The concluding chapter outlines several avenues for future research, like new optical devices such as displays and digital cameras, inspired by the topic of Lippmann photography.

EPFL2018