Greedy Algorithms promoting Group Sparsity: fdrthresh(z,q) - File Exchange

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Highlights from
Greedy Algorithms promoting Group Sparsity

A=matrix_normalizer(B)
BOMP(A, y, group, sparsity, e... Block Orthogonal Matching Pursuit - selection of group based on highest
GOMP(A, y, group, err) Group orthogonal Matching Pursuit - selection of group based on highest
GenGroupSparseProblem(m, n, n... Initialize random number generator
ReGOMP(A, y, group, sparsity,... Regularized Group Orthogonal Matching Pursuit - Combining ideas from [1]
StGOMP(A, y, group, steps, er... Stagewise Group Orthogonal Matching Pursuit - Combining Ideas from [1]
fdrthresh(z,q)
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from Greedy Algorithms promoting Group Sparsity by Angshul Majumdar
Approximate Greedy Solutions to the problem min||x(k)||_2,0 such that Ax = b

fdrthresh(z,q)

function thresh = fdrthresh(z,q)
    
%
% Copyright (c) 2006. Iddo Drori
%  

%
% Part of SparseLab Version:100
% Created Tuesday March 28, 2006
% This is Copyrighted Material
% For Copying permissions see COPYING.m
% Comments? e-mail sparselab@stanford.edu
%

az = abs(z);
[sz,iz] = sort(az);
pobs = erfc(sz./sqrt(2));
N = 1:length(z);
pnull =  N' ./length(z);
good = (reverse(pobs) <= (q .* pnull));
if any(good),
    izmax  = iz(1 + length(sz) - max(N(good)));
    thresh = az(izmax);
else
    thresh = max(az) + .01;
end

Highlights from Greedy Algorithms promoting Group Sparsity

Highlights from
Greedy Algorithms promoting Group Sparsity