Related papers: Analysis of Optimal Thresholding Algorithms for Co…
Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…
In this paper, we present coherence-based performance guarantees of Orthogonal Matching Pursuit (OMP) for both support recovery and signal reconstruction of sparse signals when the measurements are corrupted by noise. In particular, two…
The co-sparse analysis model for signals assumes that the signal of interest can be multiplied by an analysis dictionary \Omega, leading to a sparse outcome. This model stands as an interesting alternative to the more classical synthesis…
Compressed sensing has a wide range of applications that include error correction, imaging, radar and many more. Given a sparse signal in a high dimensional space, one wishes to reconstruct that signal accurately and efficiently from a…
Several exact recovery criteria (ERC) ensuring that orthogonal matching pursuit (OMP) identifies the correct support of sparse signals have been developed in the last few years. These ERC rely on the restricted isometry property (RIP), the…
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…
Support recovery of sparse signals from compressed linear measurements is a fundamental problem in compressed sensing (CS). In this paper, we study the orthogonal matching pursuit (OMP) algorithm for the recovery of support under noise. We…
Compressed sensing is a new data acquisition paradigm enabling universal, simple, and reduced-cost acquisition, by exploiting a sparse signal model. Most notably, recovery of the signal by computationally efficient algorithms is guaranteed…
The optimization problems with a sparsity constraint is a class of important global optimization problems. A typical type of thresholding algorithms for solving such a problem adopts the traditional full steepest descent direction or…
Sparse signal recovery or compressed sensing can be formulated as certain sparse optimization problems. The classic optimization theory indicates that the Newton-like method often has a numerical advantage over the gradient method for…
Exact recovery of $K$-sparse signals $x \in \mathbb{R}^{n}$ from linear measurements $y=Ax$, where $A\in \mathbb{R}^{m\times n}$ is a sensing matrix, arises from many applications. The orthogonal matching pursuit (OMP) algorithm is widely…
Orthogonal matching pursuit (OMP) is a greedy algorithm widely used for the recovery of sparse signals from compressed measurements. In this paper, we analyze the number of iterations required for the OMP algorithm to perform exact recovery…
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…
A compressed sensing method consists of a rectangular measurement matrix, $M \in \mathbbm{R}^{m \times N}$ with $m \ll N$, together with an associated recovery algorithm, $\mathcal{A}: \mathbbm{R}^m \rightarrow \mathbbm{R}^N$. Compressed…
Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…
As an extension of orthogonal matching pursuit (OMP) improving the recovery performance of sparse signals, generalized OMP (gOMP) has recently been studied in the literature. In this paper, we present a new analysis of the gOMP algorithm…
Thresholding algorithms for sparse optimization problems involve two key components: search directions and thresholding strategies. In this paper, we use the compressed Newton direction as a search direction, derived by confining the…
This paper demonstrates that if the restricted isometry constant $\delta_{K+1}$ of the measurement matrix $A$ satisfies $$ \delta_{K+1} < \frac{1}{\sqrt{K}+1}, $$ then a greedy algorithm called Orthogonal Matching Pursuit (OMP) can recover…
Algorithms based on the hard thresholding principle have been well studied with sounding theoretical guarantees in the compressed sensing and more general sparsity-constrained optimization. It is widely observed in existing empirical…
Hard Thresholding Pursuit (HTP) is an iterative greedy selection procedure for finding sparse solutions of underdetermined linear systems. This method has been shown to have strong theoretical guarantee and impressive numerical performance.…