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We propose a new method for reconstruction of sparse signals with and without noisy perturbations, termed the subspace pursuit algorithm. The algorithm has two important characteristics: low computational complexity, comparable to that of…

Numerical Analysis · Computer Science 2009-01-08 Wei Dai , Olgica Milenkovic

In compressive sensing, one important parameter that characterizes the various greedy recovery algorithms is the iteration bound which provides the maximum number of iterations by which the algorithm is guaranteed to converge. In this…

Information Theory · Computer Science 2016-11-24 Siddhartha Satpathi , Mrityunjoy Chakraborty

The replica method is a non-rigorous but well-known technique from statistical physics used in the asymptotic analysis of large, random, nonlinear problems. This paper applies the replica method, under the assumption of replica symmetry, to…

Information Theory · Computer Science 2015-01-20 Sundeep Rangan , Alyson K. Fletcher , Vivek K Goyal

Sparse approximation is important in many applications because of concise form of an approximant and good accuracy guarantees. The theory of compressed sensing, which proved to be very useful in the image processing and data sciences, is…

Numerical Analysis · Mathematics 2025-02-20 V. Temlyakov

Orthogonal matching pursuit (OMP) is a widely used greedy algorithm for sparse signal recovery in compressed sensing (CS). Prior work on OMP, however, has only provided reconstruction guarantees under the assumption that the columns of the…

Signal Processing · Electrical Eng. & Systems 2023-03-03 Hamed Masoumi , Michel Verhaegen , Nitin Jonathan Myers

Orthogonal Matching Pursuit (OMP) is the canonical greedy algorithm for sparse approximation. In this paper we demonstrate that the restricted isometry property (RIP) can be used for a very straightforward analysis of OMP. Our main…

Numerical Analysis · Mathematics 2009-09-02 Mark A. Davenport , Michael B. Wakin

Compressive sensing (CS) is a new signal acquisition paradigm which shows that far fewer samples are required to reconstruct sparse signals than previously thought. Although most of the literature focuses on signals sparse in a fixed…

Numerical Analysis · Mathematics 2014-09-05 Chris Garnatz , Xiaoyi Gu , Alison Kingman , James LaManna , Deanna Needell , Shenyinying Tu

Conventional sparse phase retrieval schemes can recover sparse signals from the magnitude of linear measurements only up to a global phase ambiguity. This work proposes a novel approach that instead utilizes the magnitude of affine…

Information Theory · Computer Science 2021-05-25 Ming-Hsun Yang , Y. -W. Peter Hong , Jwo-Yuh Wu

In a multiple measurement vector problem (MMV), where multiple signals share a common sparse support and are sampled by a common sensing matrix, we can expect joint sparsity to enable a further reduction in the number of required…

Information Theory · Computer Science 2015-06-03 Jong Min Kim , Ok Kyun Lee , Jong Chul Ye

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

As a greedy algorithm to recover sparse signals from compressed measurements, orthogonal matching pursuit (OMP) algorithm has received much attention in recent years. In this paper, we introduce an extension of the OMP for pursuing…

Information Theory · Computer Science 2014-04-01 Jian Wang , Seokbeop Kwon , Byonghyo Shim

We propose a Monte-Carlo-based method for reconstructing sparse signals in the formulation of sparse linear regression in a high-dimensional setting. The basic idea of this algorithm is to explicitly select variables or covariates to…

Machine Learning · Statistics 2021-02-01 Kao Hayashi , Tomoyuki Obuchi , Yoshiyuki Kabashima

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

Orthogonal matching pursuit~(OMP) is a commonly used greedy algorithm for recovering sparse signals from compressed measurements. In this paper, we introduce a variant of the OMP algorithm to reduce the complexity of reconstructing a class…

Signal Processing · Electrical Eng. & Systems 2025-11-25 Xinwei Zhao , Jinming Wen , Hongqi Yang , Xiao Ma

A key aspect for any greedy pursuit algorithm used in compressed sensing is a good support-set detection method. For distributed compressed sensing, we consider a setup where many sensors measure sparse signals that are correlated via the…

Information Theory · Computer Science 2014-07-18 Dennis Sundman , Saikat Chatterjee , Mikael Skoglund

We consider multichannel sparse recovery problem where the objective is to find good recovery of jointly sparse unknown signal vectors from the given multiple measurement vectors which are different linear combinations of the same known…

Information Theory · Computer Science 2015-06-11 Esa Ollila

Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

Numerical Analysis · Mathematics 2014-07-02 Nam Nguyen , Deanna Needell , Tina Woolf

For greedy block sparse recovery where the sparsity level is unknown, we derive a stopping condition to stop the iteration process. Focused on the block orthogonal matching pursuit (BOMP) algorithm, we model the energy of residual signals…

Information Theory · Computer Science 2016-12-23 Yu Luo , Ronggui Xie , Huarui Yin , Weidong Wang

Intensively growing approach in signal processing and acquisition, the Compressive Sensing approach, allows sparse signals to be recovered from small number of randomly acquired signal coefficients. This paper analyses some of the commonly…

Signal Processing · Electrical Eng. & Systems 2018-02-21 Tamara Koljensic , Caslav Labudovic

This paper considers maximum-a-posteriori (MAP) and linear discriminant based MAP detectors to detect changes in the mean and covariance of a stochastic input, driving specific network nodes, using noisy measurements from sensors…

Optimization and Control · Mathematics 2020-11-10 Rajasekhar Anguluri , Vaibhav Katewa , Sandip Roy , Fabio Pasqualetti
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