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In this paper, we study the orthogonal least squares (OLS) algorithm for sparse recovery. On the one hand, we show that if the sampling matrix $\mathbf{A}$ satisfies the restricted isometry property (RIP) of order $K + 1$ with isometry…

Information Theory · Computer Science 2017-10-11 Jinming Wen , Jian Wang , Qinyu Zhang

The study of greedy approximation in the context of convex optimization is becoming a promising research direction as greedy algorithms are actively being employed to construct sparse minimizers for convex functions with respect to given…

Numerical Analysis · Mathematics 2022-04-26 Anton Dereventsov , Vladimir Temlyakov

Greed is good. However, the tighter you squeeze, the less you have. In this paper, a less greedy algorithm for sparse signal reconstruction in compressive sensing, named orthogonal matching pursuit with thresholding is studied. Using the…

Information Theory · Computer Science 2015-07-03 Mingrui Yang , Frank de Hoog

This paper seeks to bridge the two major algorithmic approaches to sparse signal recovery from an incomplete set of linear measurements -- L_1-minimization methods and iterative methods (Matching Pursuits). We find a simple regularized…

Numerical Analysis · Mathematics 2008-03-15 Deanna Needell , Roman Vershynin

The convergence and numerical analysis of a low memory implementation of the Orthogonal Matching Pursuit greedy strategy, which is termed Self Projected Matching Pursuit, is presented. This approach renders an iterative way of solving the…

Computer Vision and Pattern Recognition · Computer Science 2020-06-09 Laura Rebollo-Neira , Miroslav Rozloznik , Pradip Sasmal

We address the problem of sparse recovery using greedy compressed sensing recovery algorithms, without explicit knowledge of the sparsity. Estimating the sparsity order is a crucial problem in many practical scenarios, e.g., wireless…

Information Theory · Computer Science 2022-10-26 Samrat Mukhopadhyay , Himanshu Bhusan Mishra

Kernel-based methods provide flexible and accurate algorithms for the reconstruction of functions from meshless samples. A major question in the use of such methods is the influence of the samples locations on the behavior of the…

Numerical Analysis · Mathematics 2018-10-09 Gabriele Santin , Bernard Haasdonk

We consider the problem of approximating a given element $f$ from a Hilbert space $\mathcal{H}$ by means of greedy algorithms and the application of such procedures to the regression problem in statistical learning theory. We improve on the…

Statistics Theory · Mathematics 2009-09-29 Andrew R. Barron , Albert Cohen , Wolfgang Dahmen , Ronald A. DeVore

Sparse recovery and subset selection are fundamental problems in varied communities, including signal processing, statistics and machine learning. Herein, we focus on an important greedy algorithm for these problems: Backward Stepwise…

Optimization and Control · Mathematics 2021-06-08 Sebatian Ament , Carla Gomes

Precision matrix estimation is an important problem in statistical data analysis. This paper introduces a fast sparse precision matrix estimation algorithm, namely GISS$^{{\rho}}$, which is originally introduced for compressive sensing. The…

Statistics Theory · Mathematics 2019-07-02 Didi Lv , Xiaoqun Zhang

We consider the problem of sparse atomic optimization, where the notion of "sparsity" is generalized to meaning some linear combination of few atoms. The definition of atomic set is very broad; popular examples include the standard basis,…

Optimization and Control · Mathematics 2019-12-30 Thomas Zhang

When developing robust preconditioners for multiphysics problems, fractional functions of the Laplace operator often arise and need to be inverted. Rational approximation in the uniform norm can be used to convert inverting those fractional…

Numerical Analysis · Mathematics 2024-07-23 James H. Adler , Xiaozhe Hu , Xue Wang , Zhongqin Xue

Support recovery of sparse signals from noisy measurements with orthogonal matching pursuit (OMP) has been extensively studied. In this paper, we show that for any $K$-sparse signal $\x$, if a sensing matrix $\A$ satisfies the restricted…

Information Theory · Computer Science 2017-12-27 Jinming Wen , Zhengchun Zhou , Jian Wang , Xiaohu Tang , Qun Mo

This paper demonstrates theoretically that if the restricted isometry constant $\delta_K$ of the compressed sensing matrix satisfies $$ \delta_{K+1} < \frac{1}{\sqrt{K}+1}, $$ then a greedy algorithm called Orthogonal Matching Pursuit (OMP)…

Information Theory · Computer Science 2012-01-17 Qun Mo , Yi Shen

Wideband wireless channel is a time dispersive channel and becomes strongly frequency-selective. However, in most cases, the channel is composed of a few dominant taps and a large part of taps is approximately zero or zero. To exploit the…

Information Theory · Computer Science 2010-05-14 Guan Gui , Qun Wan , Wei Peng , Fumiyuki Adachi

We present convergence estimates of two types of greedy algorithms in terms of the metric entropy of underlying compact sets. In the first part, we measure the error of a standard greedy reduced basis method for parametric PDEs by the…

Numerical Analysis · Mathematics 2024-10-29 Yuwen Li , Jonathan Siegel

A dedicated algorithm for sparse spectral representation of music sound is presented. The goal is to enable the representation of a piece of music signal, as a linear superposition of as few spectral components as possible. A representation…

Sound · Computer Science 2016-11-08 Laura Rebollo-Neira , Gagan Aggarwal

We present some new results concerning Lebesgue-type inequalities for the Weak Chebyshev Greedy Algorithm (WCGA) in uniformly smooth Banach spaces $\mathbb{X}$. First, we generalize a result of Temlyakov to cover situations in which the…

Functional Analysis · Mathematics 2022-09-13 Gustavo Garrigós

Several sparsity-constrained algorithms such as Orthogonal Matching Pursuit or the Frank-Wolfe algorithm with sparsity constraints work by iteratively selecting a novel atom to add to the current non-zero set of variables. This selection…

Machine Learning · Computer Science 2016-08-23 A Rakotomamonjy , S Koço , Liva Ralaivola

We suggest a new greedy strategy for convex optimization in Banach spaces and prove its convergent rates under a suitable behavior of the modulus of uniform smoothness of the objective function.

Optimization and Control · Mathematics 2015-05-15 Zheming Gao , Guergana Petrova
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