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NIPS
2003

Generalised Propagation for Fast Fourier Transforms with Partial or Missing Data

13 years 5 months ago
Generalised Propagation for Fast Fourier Transforms with Partial or Missing Data
Discrete Fourier transforms and other related Fourier methods have been practically implementable due to the fast Fourier transform (FFT). However there are many situations where doing fast Fourier transforms without complete data would be desirable. In this paper it is recognised that formulating the FFT algorithm as a belief network allows suitable priors to be set for the Fourier coefficients. Furthermore efficient generalised belief propagation methods between clusters of four nodes enable the Fourier coefficients to be inferred and the missing data to be estimated in near to O(n log n) time, where n is the total of the given and missing data points. This method is compared with a number of common approaches such as setting missing data to zero or to interpolation. It is tested on generated data and for a Fourier analysis of a damaged audio signal.
Amos J. Storkey
Added 31 Oct 2010
Updated 31 Oct 2010
Type Conference
Year 2003
Where NIPS
Authors Amos J. Storkey
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