Random Sampling of Sparse Trigonometric Polynomials, II. Orthogonal Matching Pursuit versus Basis Pursuit

  title={Random Sampling of Sparse Trigonometric Polynomials, II. Orthogonal Matching Pursuit versus Basis Pursuit},
  author={Stefan Kunis and Holger Rauhut},
  journal={Foundations of Computational Mathematics},
We investigate the problem of reconstructing sparse multivariate trigonometric polynomials from few randomly taken samples by Basis Pursuit and greedy algorithms such as Orthogonal Matching Pursuit (OMP) and Thresholding. While recovery by Basis Pursuit has recently been studied by several authors, we provide theoretical results on the success probability of reconstruction via Thresholding and OMP for both a continuous and a discrete probability model for the sampling points. We present… CONTINUE READING
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