How to Use the Iterative Hard Thresholding Algorithm

@inproceedings{Blumensath2009HowTU,
  title={How to Use the Iterative Hard Thresholding Algorithm},
  author={Thomas Blumensath and M. E. Davies},
  year={2009}
}
Several computationally efficient algorithms have been shown to offer near optimal recovery of sparse signals from a small number of linear measurements. However, whilst many of the methods have similar guarantees whenever the measurements satisfy the so called restricted isometry property, empirical performance of the methods can vary significantly in a regime in which this condition is not satisfied. We here modify the Iterative Hard Thresholding algorithm by including an automatic step-size… CONTINUE READING