The Mathematical Institute, University of Oxford, Eprints Archive

Conjugate Gradient Iterative Hard Thresholding:
Observed Noise Stability for Compressed Sensing

Blanchard, Jeffrey D. and Tanner, Jared and Wei, Ke (2014) Conjugate Gradient Iterative Hard Thresholding:
Observed Noise Stability for Compressed Sensing.
Technical Report. unspecified. (Submitted)

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Abstract

Conjugate Gradient Iterative Hard Thresholding (CGIHT) for compressed sensing combines the low per iteration complexity of fast greedy sparse approximation algorithms with the improved convergence rates of more complicated, projection based algorithms. This article shows that CGIHT is robust to
additive noise and is typically the fastest greedy algorithm in the presence of noise.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1839
Deposited By: Helen Taylor
Deposited On:10 Jun 2014 07:46
Last Modified:29 May 2015 19:32

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