Recovery of Sparse Signals Using Multiple Orthogonal Least Squares

We study the problem of recovering sparse signals from compressed linear measurements. This problem, often referred to as sparse recovery or sparse reconstruction, has generated a great deal of interest in recent years. To recover the sparse signals, we propose a new method called multiple orthogonal least squares (MOLS), which extends the well-known orthogonal least squares (OLS) algorithm by allowing multiple $L$ indices to be chosen per iteration. Owing to inclusion of multiple support indices in each selection, the MOLS algorithm converges in much fewer iterations and improves the computational efficiency over the conventional OLS algorithm. Theoretical analysis shows that MOLS ($L > 1$) performs exact recovery of all $K$-sparse signals within $K$ iterations if the measurement matrix satisfies the restricted isometry property (RIP) with isometry constant $\delta_{LK} < \frac{\sqrt{L}}{\sqrt{K} + 2 \sqrt{L}}.$ The recovery performance of MOLS in the noisy scenario is also studied. It is shown that stable recovery of sparse signals can be achieved with the MOLS algorithm when the signal-to-noise ratio (SNR) scales linearly with the sparsity level of input signals

Towards two-body strong decay behavior of higher ρ\rho and ρ3\rho_3 mesons

In this work, we systematically study the two-body strong decay of the $\rho/\rho_3$ states, which are observed and grouped into the $\rho/\rho_3$ meson family. By performing the phenomenological analysis, the underlying properties of these states are obtained and tested. What is more important is that abundant information of their two-body strong decays is predicted, which will be helpful to further and experimentally study these states.Comment: 13 pages, 10 figures, 6 tables. Accepted by Phys. Rev.

Financial matchmakers in credit markets with heterogeneous borrowers

What happens when liquidity increases in credit markets and more funds are channeled from borrowers to lenders? We examine this question in a general equilibrium model where financial matchmakers help borrowers (firms) and lenders (households) search out and negotiate profitable matches and where the composition of heterogeneous borrowers adjusts to satisfy equilibrium entry conditions. We find that enhanced liquidity causes entry by all borrowers and tends to benefit low-quality borrowers disproportionately. However, liquid credit markets may or may not be associated with higher output and welfare. The result is determined by whether the effect of higher market participation outweighs that of lower average quality. The net effect depends crucially on the source of the liquidity shock (financial matching efficacy, productivity, or entry barriers).Game theory ; Financial markets ; Liquidity (Economics)