Boosting methods: Greed is good

I suggest you read:

“Computational Methods for Sparse Solution of Linear Inverse Problems”

(Tropp and Wright)

.pdf

although the original paper:

“Greed is good: Algorithmic results for sparse approximation”
by J. A. Tropp.
IEEE Trans. Info. Theory, vol. 50, num. 10, pp. 2231-2242, Oct. 2004.
[ Paper .pdf ]

is excellent as well. See also:

http://www.lsmason.com/papers/NIPS00-DOOMII.pdf