Department of Mathematics,
University of California San Diego
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Math 278C - Optimization and Data Science
Cedric L. M. Josz
Columbia University
Sparse polynomial interpolation: sparse recovery, super resolution, or Prony?
Abstract:
We show that the sparse polynomial interpolation problem reduces to a discrete super-resolution problem on the n-dimensional torus. Therefore, the semidefinite programming approach initiated by Candès and Fernandez-Granda (Commun. Pure Appl. Math. 67(6) 906---956, 2014) in the univariate case can be applied. We extend their result to the multivariate case, i.e., we show that exact recovery is guaranteed provided that a geometric spacing condition on the supports holds and evaluations are sufficiently many (but not many). It also turns out that the sparse recovery LP-formulation of ℓ1-norm minimization is also guaranteed to provide exact recovery provided that the evaluations are made in a certain manner and even though the restricted isometry property for exact recovery is not satisfied. (A naive sparse recovery LP approach does not offer such a guarantee.) Finally, we also describe the algebraic Prony method for sparse interpolation, which also recovers the exact decomposition but from less point evaluations and with no geometric spacing condition. We provide two sets of numerical experiments, one in which the super-resolution technique and Prony's method seem to cope equally well with noise, and another in which the super-resolution technique seems to cope with noise better than Prony's method, at the cost of an extra computational burden (i.e., a semidefinite optimization).
Host: Jiawang Nie
June 2, 2021
3:00 PM
Meeting ID: 982 9781 6626 Password: 278CSP21
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