Greedy algorithms for nonnegativity-constrained simultaneous sparse recovery

Abstract

This work proposes a family of greedy algorithms to jointly reconstruct a set of vectors that are (i) nonnegative and (ii) simultaneously sparse with a shared support set. The proposed algorithms generalize previous approaches that were designed to impose these constraints individually. Similar to previous greedy algorithms for sparse recovery, the proposed algorithms iteratively identify promising support indices. In contrast to previous approaches, the support index selection procedure has been adapted to prioritize indices that are consistent with both the nonnegativity and shared support constraints. Empirical results demonstrate for the first time that the combined use of simultaneous sparsity and nonnegativity constraints can substantially improve recovery performance relative to existing greedy algorithms that impose less signal structure.