Orthogonal Matching Pursuit: A Brownian Motion Analysis

Computer Science – Information Theory

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

11 pages, 2 figures

Scientific paper

A well-known analysis of Tropp and Gilbert shows that orthogonal matching pursuit (OMP) can recover a k-sparse n-dimensional real vector from 4 k log(n) noise-free linear measurements obtained through a random Gaussian measurement matrix with a probability that approaches one as n approaches infinity. This work strengthens this result by showing that a lower number of measurements, 2 k log(n - k), is in fact sufficient for asymptotic recovery. More generally, when the sparsity level satisfies kmin <= k <= kmax but is unknown, 2 kmax log(n - kmin) measurements is sufficient. Furthermore, this number of measurements is also sufficient for detection of the sparsity pattern (support) of the vector with measurement errors provided the signal-to-noise ratio (SNR) scales to infinity. The scaling 2 k log(n - k) exactly matches the number of measurements required by the more complex lasso method for signal recovery with a similar SNR scaling.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

Orthogonal Matching Pursuit: A Brownian Motion Analysis does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Orthogonal Matching Pursuit: A Brownian Motion Analysis, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Orthogonal Matching Pursuit: A Brownian Motion Analysis will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-677333

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.