Sparse Approximation - Algorithms - Matching Pursuit

Matching Pursuit

Matching pursuit is a greedy iterative algorithm for approximatively solving the original pseudo-norm problem. Matching pursuit works by finding a basis vector in that maximizes the correlation with the residual (initialized to ), and then recomputing the residual and coefficients by projecting the residual on all atoms in the dictionary using existing coefficients. Matching pursuit suffers from the drawback that an atom can be picked multiple times which is addressed in orthogonal matching pursuit.

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