So IHT does well after all!

Following on the heels of the previous post, I am now comparing recovery performance of the recommended versions (by Maleki and Donoho) of iterative hard thresholding (IHT), and iterative soft thresholding (IST). Click on the image below to see the results.


ITplot.jpg
So, unlike my previous observations (for \(N=250\) and \(m=59\)) here, here, and here, IHT performs quite well, and much better than IST — which is confirmed by Maleki and Donoho. Most of these are within those I see for CMP and OMP with the exceptions of Bernoulli.

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