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Sparse approximation of multivariate functions from small datasets via weighted orthogonal matching pursuit

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 Added by Simone Brugiapaglia
 Publication date 2018
and research's language is English




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We show the potential of greedy recovery strategies for the sparse approximation of multivariate functions from a small dataset of pointwise evaluations by considering an extension of the orthogonal matching pursuit to the setting of weighted sparsity. The proposed recovery strategy is based on a formal derivation of the greedy index selection rule. Numerical experiments show that the proposed weighted orthogonal matching pursuit algorithm is able to reach accuracy levels similar to those of weighted $ell^1$ minimization programs while considerably improving the computational efficiency for small values of the sparsity level.



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307 - Yong Fang , Bormin Huang , 2011
Recovery algorithms play a key role in compressive sampling (CS). Most of current CS recovery algorithms are originally designed for one-dimensional (1D) signal, while many practical signals are two-dimensional (2D). By utilizing 2D separable sampling, 2D signal recovery problem can be converted into 1D signal recovery problem so that ordinary 1D recovery algorithms, e.g. orthogonal matching pursuit (OMP), can be applied directly. However, even with 2D separable sampling, the memory usage and complexity at the decoder is still high. This paper develops a novel recovery algorithm called 2D-OMP, which is an extension of 1D-OMP. In the 2D-OMP, each atom in the dictionary is a matrix. At each iteration, the decoder projects the sample matrix onto 2D atoms to select the best matched atom, and then renews the weights for all the already selected atoms via the least squares. We show that 2D-OMP is in fact equivalent to 1D-OMP, but it reduces recovery complexity and memory usage significantly. Whats more important, by utilizing the same methodology used in this paper, one can even obtain higher dimensional OMP (say 3D-OMP, etc.) with ease.
180 - Jinming Wen , Wei Yu 2019
The orthogonal matching pursuit (OMP) algorithm is a commonly used algorithm for recovering $K$-sparse signals $xin mathbb{R}^{n}$ from linear model $y=Ax$, where $Ain mathbb{R}^{mtimes n}$ is a sensing matrix. A fundamental question in the performance analysis of OMP is the characterization of the probability that it can exactly recover $x$ for random matrix $A$. Although in many practical applications, in addition to the sparsity, $x$ usually also has some additional property (for example, the nonzero entries of $x$ independently and identically follow the Gaussian distribution), none of existing analysis uses these properties to answer the above question. In this paper, we first show that the prior distribution information of $x$ can be used to provide an upper bound on $|x|_1^2/|x|_2^2$, and then explore the bound to develop a better lower bound on the probability of exact recovery with OMP in $K$ iterations. Simulation tests are presented to illustrate the superiority of the new bound.
This paper is concerned with the performance of Orthogonal Matching Pursuit (OMP) algorithms applied to a dictionary $mathcal{D}$ in a Hilbert space $mathcal{H}$. Given an element $fin mathcal{H}$, OMP generates a sequence of approximations $f_n$, $n=1,2,dots$, each of which is a linear combination of $n$ dictionary elements chosen by a greedy criterion. It is studied whether the approximations $f_n$ are in some sense comparable to {em best $n$ term approximation} from the dictionary. One important result related to this question is a theorem of Zhang cite{TZ} in the context of sparse recovery of finite dimensional signals. This theorem shows that OMP exactly recovers $n$-sparse signal, whenever the dictionary $mathcal{D}$ satisfies a Restricted Isometry Property (RIP) of order $An$ for some constant $A$, and that the procedure is also stable in $ell^2$ under measurement noise. The main contribution of the present paper is to give a structurally simpler proof of Zhangs theorem, formulated in the general context of $n$ term approximation from a dictionary in arbitrary Hilbert spaces $mathcal{H}$. Namely, it is shown that OMP generates near best $n$ term approximations under a similar RIP condition.
155 - Yun-Bin Zhao , Zhi-Quan Luo 2021
Orthogonal matching pursuit (OMP) is one of the mainstream algorithms for signal reconstruction/approximation. It plays a vital role in the development of compressed sensing theory, and it also acts as a driving force for the development of other heuristic methods for signal reconstruction. In this paper, we propose the so-called dynamic orthogonal matching pursuit (DOMP) and its two enhanc
157 - V.N. Temlyakov 2015
The paper gives a constructive method, based on greedy algorithms, that provides for the classes of functions with small mixed smoothness the best possible in the sense of order approximation error for the $m$-term approximation with respect to the trigonometric system.
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