Brief introduction in greedy approximation

Abstract

Sparse approximation is important in many applications because of concise form of an approximant and good accuracy guarantees. The theory of compressed sensing, which proved to be very useful in the image processing and data sciences, is based on the concept of sparsity. A fundamental issue of sparse approximation is the problem of construction of efficient algorithms, which provide good approximation. It turns out that greedy algorithms with respect to dictionaries are very good from this point of view. They are simple in implementation and there are well developed theoretical guarantees of their efficiency. This survey/tutorial paper contains brief description of different kinds of greedy algorithms and results on their convergence and rate of convergence. Also, Chapter IV gives some typical proofs of convergence and rate of convergence results for important greedy algorithms and Chapter V gives some open problems.