Efficient k-Sparse Band-Limited Interpolation with Improved Approximation Ratio

Neural Information Processing Systems 

We consider the task of interpolating a k-sparse band-limited signal from a small collection of noisy time-domain samples. Exploiting a new analytic framework for hierarchical frequency decomposition that performs systematic noise cancellation, we give the first polynomial-time algorithm with a provable (3+ 2+ε)approximation guarantee for continuous interpolation. Our method breaks the long-standing C > 100 barrier set by the best previous algorithms, sharply reducing the gap to optimal recovery and establishing a new state of the art for high-accuracy band-limited interpolation. We also give a refined "shrinking-range" variant that achieves a ( 2+ε+c)-approximation on any sub-interval (1 c)T for some c (0,1), which gives even higher interpolation accuracy.

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