This example compares Iterative
Soft Thresholding (IST) to Least
Angle Regression (LARS) when recovering two types of signal:
a simple Dirac and a Fourier transformed Dirac.
The first plot shows a random noisy signal with spikes (in
red), and it's reconstruction using IST (in blue). The two plots
below that give true and estimated denoised signal, using ITS. The
first plot denoises spikes in the time domain, the second plot denoises
spikes in the fourier domain.