Joint <formula formulatype="inline"><tex Notation="TeX">k</tex> </formula>-Step Analysis of Orthogonal Matching Pursuit and Orthogonal Least Squares

DOI10.1109/TIT.2013.2238606MaRDI QIDQ2989280zbMATH OpenFDO

Authors Charles Soussen, J. Idier, C. Herzet, Rémi Gribonval

Publication date 8 June 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1111.0522

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: Tropp's analysis of Orthogonal Matching Pursuit (OMP) using the Exact Recovery Condition (ERC) is extended to a first exact recovery analysis of Orthogonal Least Squares (OLS). We show that when the ERC is met, OLS is guaranteed to exactly recover the unknown support in at most k iterations. Moreover, we provide a closer look at the analysis of both OMP and OLS when the ERC is not fulfilled. The existence of dictionaries for which some subsets are never recovered by OMP is proved. This phenomenon also appears with basis pursuit where support recovery depends on the sign patterns, but it does not occur for OLS. Finally, numerical experiments show that none of the considered algorithms is uniformly better than the other but for correlated dictionaries, guaranteed exact recovery may be obtained after fewer iterations for OLS than for OMP.

Cited in

(10)

• A new sufficient condition for sparse recovery with multiple orthogonal least squares
• When does OMP achieve exact recovery with continuous dictionaries?
• Orthogonal Matching Pursuit: A Brownian Motion Analysis
• Generalized Orthogonal Matching Pursuit
• The sliding Frank-Wolfe algorithm and its application to super-resolution microscopy
• Perturbation Analysis of Orthogonal Least Squares
• Design and Generalization Analysis of Orthogonal Matching Pursuit Algorithms
• Required Number of Iterations for Sparse Signal Recovery via Orthogonal Least Squares
• Matrix-wise _0-constrained sparse nonnegative least squares
• Recovery conditions for generalized orthogonal matching pursuit based coherence

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