Figure 4

Simulation results on a correlated Gaussian measurement matrix (\(\pi = 0.7\), \(p=2000\), \(s_0=30\), \(\sigma ^{2} = 0.5\)): influence of the sample size n on relative errors (top left), true positives (top right), false positives (bottom left) with the inset being a semi-logarithmic plot, and probability of exact identification of nonzero coefficients (bottom right).