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Primer on Fourier Analysis Dana Moshkovitz Princeton University and The Institute for Advanced Study.

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Presentation on theme: "Primer on Fourier Analysis Dana Moshkovitz Princeton University and The Institute for Advanced Study."— Presentation transcript:

1 Primer on Fourier Analysis Dana Moshkovitz Princeton University and The Institute for Advanced Study

2 Fourier Analysis in Theoretical Computer Science

3 Fourier Analysis in Theoretical Computer Science (Unofficial List) Polynomials multiplication (FFT) Collective Coin Flipping [BL,KKL] Computational Learning [KM] Analysis of threshold phenomena Voting/social choice schemes Quantum Computing List Decoding [AGS03] Analysis of expansion/sampling (e.g., [MR06]) Linearity testing [BLR] Hardness of Approximation (dictator testing) [H97] …

4 “The Fourier Magic” “something that looks scary to analyze” “bunch of (in)equalities” Fourier Analysis

5 Today: Explain the “Fourier Magic” What is it? Why is it useful? What does it do? When to use it? What do we know about it?

6 It’s Just a Different Way to Look at Functions

7 It’s Changing Basis Background: Real/complex functions form vector space Idea: Represent functions in Fourier basis, which is the basis of the shift operators (representation by frequency). Advantage: Convolution (complicated “global” operation on functions) becomes simple (“local”) in Fourier basis Generality: Here will only consider the Boolean case – very-special case

8 Fourier Basis (Boolean Cube Case) Boolean cube: additive group Z 2 n Space of functions: Z 2 n . – Inner product space where  f,g  =E x [f(x)g(x)]. Characters:  (x+y)=  (x)  (y)

9 Foundations Claim (Characterization): The characters are the eigenvectors of the shift operators S s f(x)→ f(x+s). Corollary (Basis): The characters form an orthonormal basis. Claim (Explicit): The characters are the functions  S (x) = (-1)  i  S x i for S  [n].

10 Fourier Transform = Polynomial Expansion Fourier coefficients: f ^ (S) =  f,  S . Note: f ^ (  )=E x [f(x)] Polynomial expansion: substitute y i =(-1) x i f(y 1,…,y n ) =  S µ [n] f ^ (S)  i 2 S y i Fourier transform: f  f ^

11 The Fourier Spectrum n n-1 … n/2 … 1 0 |S| level

12 Degree-k Polynomial n n-1 … n/2 … 1 0 |S| 0 k

13 k-Junta n n-1 … n/2 … 1 0 |S| 0 k

14 Orthonormal Bases Parseval Identity (generalized Pythagorean Thm): For any f,  S (f ^ (S)) 2 = E x [ (f (x)) 2 ] So, for Boolean f:{±1} n →{±1}, we have:  x (f ^ (x)) 2 = 1 In general, for any f,g,  f,g  = 2 n  f ^,g ^ 

15 Convolution Convolution: (f*g)(x) = E y [f(y)g(x-y)] Example Weighted average: (f*w)(0) = E y [f(y)w(y)]

16 Convolution in Fourier Basis Claim: For any f,g, (f*g) ^  f ^ ·g ^ Proof: By expanding according to definition.

17 Things You Can Do with Convolution

18 Parts of The Spectrum Variance: Var x [f(x)] = E x [f(x) 2 ] - E x [f(x)] 2 =  S ≠ ; f ^ (S) 2 Influence of i’th variable: Inf i (f) = P x [f(x)≠f(x  e i )] =  S 3 i f ^ (S) 2 n n-1 … n/2 … 1 0

19 Smoothening f Perturbation: x » ± y : for each i, – y i = x i with probability 1- ± – y i = 1-x i otherwise T ± f(x) = E x » ± y [f(y)] Convolution: T ± f  f*P(noise=µ) Fourier: (T ± f) ^  (1-2 ± ) |S| ·f ^

20 Smoothed Function is Close to Low Degree! Tail: Part of |T ± f| 2 2 on levels ¸ k is: · (1-2 ± ) 2k |f| 2 2 · e -c ±k Hence, weight  on levels ¸ C · 1/  · log 1/  

21 Hypercontractivity Theorem (Bonami, Gross): For f, for ± · √(p-1)/(q-1), |T ± f| q · |f| p Roughly, and incorrectly ;-): “T ± f much [in a “tougher” norm] smoother than f”

22 Noise Sensitivity and Stability Noise Sensitivity: NS ± (f) = P x » ± y (f(x)  f(y)) Correlation: NS ± (f) = 2  (E[f]-  f,T ± f  ) Stability: Set  := 1/2-  /2 S ½ (f) =  f,T ± f  Fourier: S ± (f) =  f ^,  |S|  f ^  = § S  |S|  f ^ (S) 2

23 Thresholds Are Stablest and Hardness of Approximation What is it? Isoperimetric inequality on noise stability [MOO05]. Applications to hardness of approximation (e.g., Max-Cut [KKMO04]). Derived from “Invariance Principle” (extended Central Limit Theorem), used by the [R08] extension of [KKMO04].

24 Thresholds Are Stablest Theorem [MOO’05]: Fix 0<  <1. For balanced f (i.e., E[f]=0) where Inf i (f)≤  for all i, S ρ (f) ≤ 2/π · arcsin ρ + O( (loglog 1/ ² )/log1/ ² ) ≈ noise stability of threshold functions t(x)=sign(∑a i x i ), ∑a i 2 =1

25 More Material There are excellent courses on Fourier Analysis available on the homepages of: Irit Dinur and Ehud Friedgut, Guy Kindler, Subhash Khot, Elchanan Mossel, Ryan O’Donnell, Oded Regev.


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