Improved sparse fourier approximation results: faster implementations and stronger guarantees

We study the problem of quickly estimating the best k-term Fourier representation for a given periodic function f: [0, 2π] → ?. Solving this problem requires the identification of k of the largest magnitude Fourier series coefficients of f in worst case k ² · log ^O(1) N time. Randomized sublinear-time Monte Carlo algorithms, which have a small probability of failing to output accurate answers for each input signal, have been developed for solving this problem (Gilbert et al. 2002, 2005). These methods were implemented as the Ann Arbor Fast Fourier Transform (AAFFT) and empirically evaluated in Iwen et al. (Commun Math Sci 5(4):981–998, 2007). In this paper we present a new implementation, called the Gopher Fast Fourier Transform (GFFT), of more recently developed sparse Fourier transform techniques (Iwen, Found Comput Math 10(3):303–338, 2010, Appl Comput Harmon Anal, 2012). Experiments indicate that GFFT is faster than AAFFT. In addition to our empirical evaluation, we also consider the existence of sublinear-time Fourier approximation methods with deterministic approximation guarantees for functions whose sequences of Fourier series coefficents are compressible. In particular, we prove the existence of sublinear-time Las Vegas Fourier Transforms which improve on the recent deterministic Fourier approximation results of Iwen (Found Comput Math 10(3):303–338, 2010, Appl Comput Harmon Anal, 2012) for Fourier compressible functions by guaranteeing accurate answers while using an asymptotically near-optimal number of function evaluations.     

Phase Spaces and Deformation Theory

In the papers (Laudal in Contemporary Mathematics, vol. 391, [2005]; Geometry of time-spaces, Report No. 03, [2006/2007]), we introduced the notion of (non-commutative) phase algebras (spaces) Ph ⁿ (A), n=0,1,…,∞ associated to any associative algebra A (space), defined over a field k. The purpose of this paper is to study this construction in some more detail. This seems to give us a possible framework for the study of non-commutative partial differential equations. We refer to the paper (Laudal in Phase spaces and deformation theory, Report No. 09, [2006/2007]), for the applications to non-commutative deformation theory, Massey products and for the construction of the versal family of families of modules. See also (Laudal in Homology, Homotopy, Appl. 4:357–396, [2002]; Proceedings of NATO Advanced Research Workshop, Computational Commutative and Non-Commutative Algebraic Geometry, [2004]).      

Examples of associative algebras for which the <Emphasis Type="Italic">T</Emphasis>-space of central polynomials is not finitely based

In 1988 (see [7]), S. V. Okhitin proved that for any field k of characteristic zero, the T-space CP(M ₂(k)) is finitely based, and he raised the question as to whether CP(A) is finitely based for every (unitary) associative algebra A for which 0 ≠ T(A) ⊊ CP(A). V. V. Shchigolev (see [9], 2001) showed that for any field of characteristic zero, every T-space of k ₀〈X〉 is finitely based, and it follows from this that every T-space of k ₁〈X〉 is also finitely based. This more than answers Okhitin’s question (in the affirmative) for fields of characteristic zero.     

FFTs on the Rotation Group

We discuss an implementation of an efficient algorithm for the numerical computation of Fourier transforms of bandlimited functions defined on the rotation group SO(3). The implementation is freely available on the web. The algorithm described herein uses O(B ⁴) operations to compute the Fourier coefficients of a function whose Fourier expansion uses only (the O(B ³)) spherical harmonics of degree at most B. This compares very favorably with the direct O(B ⁶) algorithm derived from a basic quadrature rule on O(B ³) sample points. The efficient Fourier transform also makes possible the efficient calculation of convolution over SO(3) which has been used as the analytic engine for some new approaches to searching 3D databases (Funkhouser et al., ACM Trans. Graph. 83–105, [2003]; Kazhdan et al., Eurographics Symposium in Geometry Processing, pp. 167–175, [2003]). Our implementation is based on the “Separation of Variables” technique (see, e.g., Maslen and Rockmore, Proceedings of the DIMACS Workshop on Groups and Computation, pp. 183–237, [1997]). In conjunction with techniques developed for the efficient computation of orthogonal polynomial expansions (Driscoll et al., SIAM J. Comput. 26(4):1066–1099, [1997]), our fast SO(3) algorithm can be improved to give an algorithm of complexity O(B ³log ² B), but at a cost in numerical reliability. Numerical and empirical results are presented establishing the empirical stability of the basic algorithm. Examples of applications are presented as well. First author was supported by NSF ITR award; second author was supported by NSF Grant 0219717 and the Santa Fe Institute.     

Small Support Spline Riesz Wavelets in Low Dimensions

In Han and Shen (SIAM J. Math. Anal. 38:530–556, 2006), a family of univariate short support Riesz wavelets was constructed from uniform B-splines. A bivariate spline Riesz wavelet basis from the Loop scheme was derived in Han and Shen (J. Fourier Anal. Appl. 11:615–637, 2005). Motivated by these two papers, we develop in this article a general theory and a construction method to derive small support Riesz wavelets in low dimensions from refinable functions. In particular, we obtain small support spline Riesz wavelets from bivariate and trivariate box splines. Small support Riesz wavelets are desirable for developing efficient algorithms in various applications. For example, the short support Riesz wavelets from Han and Shen (SIAM J. Math. Anal. 38:530–556, 2006) were used in a surface fitting algorithm of Johnson et al. (J. Approx. Theory 159:197–223, 2009), and the Riesz wavelet basis from the Loop scheme was used in a very efficient geometric mesh compression algorithm in Khodakovsky et al. (Proceedings of SIGGRAPH, 2000).     

Multigraded combinatorial Hopf algebras and refinements of odd and even subalgebras

We develop a theory of multigraded (i.e., ℕ ^l -graded) combinatorial Hopf algebras modeled on the theory of graded combinatorial Hopf algebras developed by Aguiar et al. (Compos. Math. 142:1–30, 2006). In particular we introduce the notion of canonical k-odd and k-even subalgebras associated with any multigraded combinatorial Hopf algebra, extending simultaneously the work of Aguiar et al. and Ehrenborg. Among our results are specific categorical results for higher level quasisymmetric functions, several basis change formulas, and a generalization of the descents-to-peaks map.     

On higher trace forms of separable algebras

Let k be a field and A be a separable k-algebra. Let r ≥ 3 be an integer. Generalizing a result of Reichstein (Arch. Math. 88 (2007), 12–18), we prove that the essential dimension over k of A equals that of the r-fold trace form

Equivariant Schubert calculus

We describe T-equivariant Schubert calculus on G(k,n), T being an n-dimensional torus, through derivations on the exterior algebra of a free A-module of rank n, where A is the T-equivariant cohomology of a point. In particular, T-equivariant Pieri’s formulas will be determined, answering a question raised by Lakshmibai, Raghavan and Sankaran (Equivariant Giambelli and determinantal restriction formulas for the Grassmannian, Pure Appl. Math. Quart. 2 (2006), 699–717).     

Fast deterministic approximation for the multicommodity flow problem

In this paper we consider an optimization version of the multicommodity flow problem which is known as the maximum concurrent flow problem. We show that an approximate solution to this problem can be computed deterministically using O(k(ε ⁻² + logk) logn) 1-commodity minimum-cost flow computations, wherek is the number of commodities,n is the number of nodes, andε is the desired precision. We obtain this bound by proving that in the randomized algorithm developed by Leighton et al. (1995) the random selection of commodities can be replaced by the deterministic round-robin without increasing the total running time. Our bound significantly improves the previously known deterministic upper bounds and matches the best known randomized upper bound for the approximation concurrent flow problem. A preliminary version of this paper appeared inProceedings of the 6th ACM-SIAM Symposium on Discrete Algorithms, San Francisco CA, 1995, pp. 486–492.     

Maschke’s theorem for smash products of quasitriangular weak Hopf algebras

The paper is concerned with the semisimplicity of smash products of quasitriangular weak Hopf algebras. Let (H,R) be a finite dimensional quasitriangular weak Hopf algebra over a field k and A any semisimple and quantum commutative weak H-module algebra. Based on the work of Nikshych et al. (Topol. Appl. 127(1–2):91–123, 2003), we give Maschke’s theorem for smash products of quasitriangular weak Hopf algebras, stating that A#H is semisimple if and only if A is a projective left A#H-module, which extends the Theorem 3.2 given in Yang and Wang (Commun. Algebra 27(3):1165–1170, 1999).     

An Optimal Wavelet Series Expansion of the Riemann–Liouville Process

Consider the Riemann–Liouville process R ^α ={R ^α (t)} _t∈[0,1] with parameter α>1/2. Depending on α, wavelet series representations for R ^α (t) of the form ∑ _k=1^∞ u _k (t)ε _k are given, where the u _k are deterministic functions, and {ε _k } _k≥1 is a sequence of i.i.d. standard normal random variables. The expansion is based on a modified Daubechies wavelet family, which was originally introduced in Meyer (Rev. Mat. Iberoam. 7:115–133, 1991). It is shown that these wavelet series representations are optimal in the sense of Kühn–Linde (Bernoulli 8:669–696, 2002) for all values of α>1/2.     

Stability and Instance Optimality for Gaussian Measurements in Compressed Sensing

In compressed sensing, we seek to gain information about a vector x∈ℝ ^N from d ≪ N nonadaptive linear measurements. Candes, Donoho, Tao et al. (see, e.g., Candes, Proc. Intl. Congress Math., Madrid, 2006; Candes et al., Commun. Pure Appl. Math. 59:1207–1223, 2006; Donoho, IEEE Trans. Inf. Theory 52:1289–1306, 2006) proposed to seek a good approximation to x via ℓ ₁ minimization. In this paper, we show that in the case of Gaussian measurements, ℓ ₁ minimization recovers the signal well from inaccurate measurements, thus improving the result from Candes et al. (Commun. Pure Appl. Math. 59:1207–1223, 2006). We also show that this numerically friendly algorithm (see Candes et al., Commun. Pure Appl. Math. 59:1207–1223, 2006) with overwhelming probability recovers the signal with accuracy, comparable to the accuracy of the best k-term approximation in the Euclidean norm when k∼d/ln N.     

A Generalisation of Tverberg’s Theorem

We will prove the following generalisation of Tverberg’s Theorem: given a set S⊂ℝ ^d of (r+1)(k−1)(d+1)+1 points, there is a partition of S in k sets A ₁,A ₂,…,A _k such that for any C⊂S of at most r points, the convex hulls of A ₁\C,A ₂\C,…,A _k \C are intersecting. This was conjectured first by Natalia García-Colín (Ph.D. thesis, University College of London, 2007).     

A census of highly symmetric combinatorial designs

As a consequence of the classification of the finite simple groups, it has been possible in recent years to characterize Steiner t-designs, that is t-(v,k,1) designs, mainly for t=2, admitting groups of automorphisms with sufficiently strong symmetry properties. However, despite the finite simple group classification, for Steiner t-designs with t>2 most of these characterizations have remained long-standing challenging problems. Especially, the determination of all flag-transitive Steiner t-designs with 3≤t≤6 is of particular interest and has been open for about 40 years (cf. Delandtsheer (Geom. Dedicata 41, p. 147, 1992 and Handbook of Incidence Geometry, Elsevier Science, Amsterdam, 1995, p. 273), but presumably dating back to 1965). The present paper continues the author’s work (see Huber (J. Comb. Theory Ser. A 94, 180–190, 2001; Adv. Geom. 5, 195–221, 2005; J. Algebr. Comb., 2007, to appear)) of classifying all flag-transitive Steiner 3-designs and 4-designs. We give a complete classification of all flag-transitive Steiner 5-designs and prove furthermore that there are no non-trivial flag-transitive Steiner 6-designs. Both results rely on the classification of the finite 3-homogeneous permutation groups. Moreover, we survey some of the most general results on highly symmetric Steiner t-designs.      

Constant Approximation Algorithms for Embedding Graph Metrics into Trees and Outerplanar Graphs

In this paper, we present a simple factor 6 algorithm for approximating the optimal multiplicative distortion of embedding a graph metric into a tree metric (thus improving and simplifying the factor 100 and 27 algorithms of Bǎdoiu et al. (Proceedings of the eighteenth annual ACM–SIAM symposium on discrete algorithms (SODA 2007), pp. 512–521, 2007) and Bǎdoiu et al. (Proceedings of the 11th international workshop on approximation algorithms for combinatorial optimization problems (APPROX 2008), Springer, Berlin, pp. 21–34, 2008)). We also present a constant factor algorithm for approximating the optimal distortion of embedding a graph metric into an outerplanar metric. For this, we introduce a general notion of a metric relaxed minor and show that if G contains an α-metric relaxed H-minor, then the distortion of any embedding of G into any metric induced by a H-minor free graph is ≥α. Then, for H=K _2,3, we present an algorithm which either finds an α-relaxed minor, or produces an O(α)-embedding into an outerplanar metric.     

A globally convergent inexact Newton method with a new choice for the forcing term

In inexact Newton methods for solving nonlinear systems of equations, an approximation to the step s _k of the Newton’s system J(x _k )s=−F(x _k ) is found. This means that s _k must satisfy a condition like ‖F(x _k )+J(x _k )s _k ‖≤η _k ‖F(x _k )‖ for a forcing term η _k ∈[0,1). Possible choices for η _k have already been presented. In this work, a new choice for η _k is proposed. The method is globalized using a robust backtracking strategy proposed by Birgin et al. (Numerical Algorithms 32:249–260, 2003), and its convergence properties are proved. Several numerical experiments with boundary value problems are presented. The numerical performance of the proposed algorithm is analyzed by the performance profile tool proposed by Dolan and Moré (Mathematical Programming Series A 91:201–213, 2002). The results obtained show a competitive inexact Newton method for solving academic and applied problems in several areas. Supported by FAPESP, CNPq, PRONEX-Optimization.     

Computational experiments with a lazy version of a <Emphasis Type="Italic">K</Emphasis> quickest simple path ranking algorithm

The quickest path problem is related to the classical shortest path problem, but its objective function concerns the transmission time of a given amount of data throughout a path, which involves both cost and capacity. The K-quickest simple paths problem generalises the latter, by looking for a given number K of simple paths in non-decreasing order of transmission time. Two categories of algorithms are known for ranking simple paths according to the transmission time. One is the adaptation of deviation algorithms for ranking shortest simple paths (Pascoal et al. in Comput. Oper. Res. 32(3):509–520, 2005; Rosen et al. in Comput. Oper. Res. 18(6):571–584, 1991), and another is based on ranking shortest simple paths in a sequence of networks with fixed capacity lower bounds (Chen in Inf. Process. Lett. 50:89–92, 1994), and afterwards selecting the K quickest ones. After reviewing the quickest path and the K-quickest simple paths problems we describe a recent algorithm for ranking quickest simple paths (Pascoal et al. in Ann. Oper. Res. 147(1):5–21, 2006). This is a lazy version of Chen’s algorithm, able to interchange the calculation of new simple paths and the output of each k-quickest simple path. Finally, the described algorithm is computationally compared to its former version, as well as to deviation algorithms.      

Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments

The aim of this paper is to derive consequences of a result of G?tze and Zaitsev (2008). We show that the i.i.d. case of this result implies a multidimensional version of some results of Sakhanenko (1985). We establish bounds for the rate of strong Gaussian approximation of sums of i.i.d. R ^d -valued random vectors ξ _j having finite moments E IIξ _j II^γ, γ>2. Bibliography: 13 titles.     

Bootstrap Approximation to Distributions of Finite Population U-statistics

We show that the without replacement bootstrap of Booth, Butler and Hall (J. Am. Stat. Assoc. 89, 1282–1289, 1994) provides second order correct approximation to the distribution function of a Studentized U-statistic based on simple random sample drawn without replacement. In order to achieve similar approximation accuracy for the bootstrap procedure due to Bickel and Freedman (Ann. Stat. 12, 470–482, 1984) and Chao and Lo (Sankhya Ser. A 47, 399–405, 1985) we introduce randomized adjustments to the resampling fraction.      

Variable target value relaxed alternating projection method

In this paper we propose a modification of the von Neumann method of alternating projection x _k+1=P _A P _B x _k where A,B are closed and convex subsets of a real Hilbert space ℋ. If Fix P _A P _B ≠∅ then any sequence generated by the classical method converges weakly to a fixed point of the operator T=P _A P _B . If the distance δ=inf  _x∈A,y∈B ‖ x−y ‖ is known then one can efficiently apply a modification of the von Neumann method, which has the form x _k+1=P _A (x _k +λ _k (P _A P _B x _k −x _k )) for λ _k >0 depending on x _k (for details see: Cegielski and Suchocka, SIAM J. Optim. 19:1093–1106, 2008). Our paper contains a generalization of this modification, where we do not suppose that we know the value δ. Instead of δ we apply its approximation which is updated in each iteration.