Sparse recovery and Fourier sampling

Abstract

In the last decade a broad literature has arisen studying sparse recovery, the estimation of sparse vectors from low dimensional linear projections. Sparse recovery has a wide variety of applications such as streaming algorithms, image acquisition, and disease testing. A particularly important subclass of sparse recovery is the sparse Fourier transform, which considers the computation of a discrete Fourier transform when the output is sparse. Applications of the sparse Fourier transform include medical imaging, spectrum sensing, and purely computation tasks involving convolution. This thesis describes a coherent set of techniques that achieve optimal or near-optimal upper and lower bounds for a variety of sparse recovery problems. We give the following state-of-the-art algorithms for recovery of an approximately k-sparse vector in n dimensions: -- Two sparse Fourier transform algorithms, respectively taking ... time and ... samples. The latter is within log e log n of the optimal sample complexity when ... -- An algorithm for adaptive sparse recovery using ... measurements, showing that adaptivity can give substantial improvements when k is small. -- An algorithm for C-approximate sparse recovery with ... measurements, which matches our lower bound up to the log* k factor and gives the first improvement for ... In the second part of this thesis, we give lower bounds for the above problems and more.