Relaxed Recovery Conditions for OMP/OLS by Exploiting both Coherence and Decay (1401.7533v3)

Abstract: We propose extended coherence-based conditions for exact sparse support recovery using orthogonal matching pursuit (OMP) and orthogonal least squares (OLS). Unlike standard uniform guarantees, we embed some information about the decay of the sparse vector coefficients in our conditions. As a result, the standard condition $\mu<1/(2k-1)$ (where $\mu$ denotes the mutual coherence and $k$ the sparsity level) can be weakened as soon as the non-zero coefficients obey some decay, both in the noiseless and the bounded-noise scenarios. Furthermore, the resulting condition is approaching $\mu<1/k$ for strongly decaying sparse signals. Finally, in the noiseless setting, we prove that the proposed conditions, in particular the bound $\mu<1/k$, are the tightest achievable guarantees based on mutual coherence.