Recovering Sparse DFTs from Noisy Signals with Missing Values using Compressed Sensing and Interior Point Methods

Friday 21 March 2025


A team of researchers has developed a new method for recovering sparse discrete Fourier transforms (DFTs) from noisy signals with missing values. The technique, which uses compressed sensing and interior point methods, has been tested on real-world data from the diffuse scattering of X-rays in crystals.


The DFT is a fundamental tool for converting signals from the time domain to the frequency domain, revealing their spectral content. However, when a signal’s energy is concentrated in a few frequencies, its sparse structure can be exploited using compressed sensing methods. These methods have been shown to be effective in recovering sparse DFTs under certain conditions.


The new method combines compressed sensing with interior point methods, which are commonly used for solving optimization problems. The researchers developed a Julia package called CompressedSensingIPM that implements the method and has been tested on large-scale problems with over 100 million variables.


One of the key challenges in recovering sparse DFTs is handling missing values. In many applications, such as X-ray crystallography, some data points may be missing or corrupted due to experimental limitations. The new method uses a penalized least-squares minimization approach to recover the missing values and reconstruct the sparse DFT.


The researchers tested their method on real-world data from the diffuse scattering of X-rays in crystals. They found that it was able to recover the sparse DFT more accurately than traditional methods, such as punch-and-fill algorithms, which can introduce ripples and artifacts into the reconstructed signal.


The new method has significant implications for a range of fields, including materials science, physics, and engineering. It could be used to analyze complex systems with missing data or noisy signals, and may lead to new insights and discoveries in areas such as X-ray crystallography and diffuse scattering.


In addition to its scientific applications, the CompressedSensingIPM package is also an example of how open-source software can facilitate collaboration and innovation. The researchers made their code available online, allowing other scientists to use and build upon their work.


The development of this new method highlights the importance of interdisciplinary research and collaboration. By combining expertise from fields such as mathematics, computer science, and physics, researchers are able to develop innovative solutions to complex problems.


Cite this article: “Recovering Sparse DFTs from Noisy Signals with Missing Values using Compressed Sensing and Interior Point Methods”, The Science Archive, 2025.


Sparse Dft, Compressed Sensing, Interior Point Methods, Julia Package, Data Recovery, Missing Values, Noisy Signals, X-Ray Crystallography, Diffuse Scattering, Optimization Problems


Reference: Wei Kuang, Alexis Montoison, Vishwas Rao, François Pacaud, Mihai Anitescu, “Recovering sparse DFT from missing signals via interior point method on GPU” (2025).


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