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Sparse Solution of Underdetermined Linear Equations by Stagewise Orthogonal Matching Pursuit
compressed sensing decoding error-correcting codes
2015/8/21
Finding the sparsest solution to underdetermined systems of linear equations y = Φx is NP-hard
in general. We show here that for systems with ‘typical’/‘random’ Φ, a good approximation to the
sparse...
We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron,Hastie, Johnstone & Tibshirani (2004) it is proved that the le...
We also
study a condition under which the coefficient paths of the lasso are monotone, and hence the different algorithms coincide. Finally, we compare the
lasso and forward stagewise pro...