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The Viterbi Algorithm for Subset Selection


Abstract:

We study the problem of sparse recovery in an overcomplete dictionary. This problem has attracted considerable attention in signal processing, statistics, and computer sc...Show More

Abstract:

We study the problem of sparse recovery in an overcomplete dictionary. This problem has attracted considerable attention in signal processing, statistics, and computer science, and a variety of algorithms have been developed to recover the sparse vector. We propose a new method based on the computationally efficient Viterbi algorithm which is shown to achieve better performance than competing algorithms such as Orthogonal Matching Pursuit (OMP), Orthogonal Least-Squares (OLS), Multi-Branch Matching Pursuit (MBMP), Iterative Hard Thresholding (IHT), and l1 minimization. We also explore the relationship of the Viterbi-based approach with OLS.
Published in: IEEE Signal Processing Letters ( Volume: 22, Issue: 5, May 2015)
Page(s): 524 - 528
Date of Publication: 01 October 2014

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