Uniform Uncertainty Principle and Signal Recovery via Regularized Orthogonal Matching Pursuit

@article{Needell2009UniformUP,
  title={Uniform Uncertainty Principle and Signal Recovery via Regularized Orthogonal Matching Pursuit},
  author={D. Needell and R. Vershynin},
  journal={Foundations of Computational Mathematics},
  year={2009},
  volume={9},
  pages={317-334}
}
This paper seeks to bridge the two major algorithmic approaches to sparse signal recovery from an incomplete set of linear measurements—L1-minimization methods and iterative methods (Matching Pursuits). We find a simple regularized version of Orthogonal Matching Pursuit (ROMP) which has advantages of both approaches: the speed and transparency of OMP and the strong uniform guarantees of L1-minimization. Our algorithm, ROMP, reconstructs a sparse signal in a number of iterations linear in the… Expand
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