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Monte Carlo methods for adaptive sparse approximations of time series

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Figure

Fig. 1.Features used to generate the test signal.
Fig. 2.Comparison of the accuracy of how well the different algorithmsestimated the different features in the signal for the four different experimentalsetups used.
Fig. 3.The points show the reconstruction error and the number of non-zero
Fig. 4.The twelve features used to generate the test signal.
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