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- Added links to matching pursuit algorithms
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README.md

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Contains a wide-ranging collection of compressed sensing and feature selection algorithms.
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Examples include matching pursuit algorithms, forward and backward stepwise regression, sparse Bayesian learning, and basis pursuit.
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## Matching Pursuit
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## Matching Pursuits
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The package contains implementations of Matching Pursuit (MP), Orthogonal Matching Pursuit (OMP), and [Generalized OMP](https://arxiv.org/pdf/1111.6664.pdf) (GOMP),
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The package contains implementations of [Matching Pursuit (MP)](https://en.wikipedia.org/wiki/Matching_pursuit),
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[Orthogonal Matching Pursuit (OMP)](https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=342465),
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and [Generalized OMP (GOMP)](https://arxiv.org/pdf/1111.6664.pdf),
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all three of which take advantage of the efficient updating algorithms contained in [UpdatableQRFactorizations.jl](https://github.com/SebastianAment/UpdatableQRFactorizations.jl) to compute the QR factorization of the atoms in the active set.
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## Stepwise Regression
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- Forward Regression
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- Backward Regression
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## Two-Stage Algorithms
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- [Subspace Pursuit (SP)](https://ieeexplore.ieee.org/stamp/stamp.jsp?arnumber=4839056&casa_token=fyP4fT6vvjAAAAAA:cT_80KeMMH3WycQA0f-HqXUj0hViY-fSajRgENqYmyOhOHWXTq5EIRE5rcpZl675JyHO917Trw).
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- Relevance Matching Pursuit (RMP) introduced in [Sparse Bayesian Learning via Stepwise Regression](https://proceedings.mlr.press/v139/ament21a.html).
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- Stepwise Regression with Replacement (SRR) introduced in [On the Optimality of Backward Regression: Sparse Recovery and Subset Selection](https://ieeexplore.ieee.org/stamp/stamp.jsp?arnumber=9415082&casa_token=gmwN6_yXZSAAAAAA:uzKJOGwZFFwZzum2SoZWNtsvcpSQ34Rdib_0PlyU3oNDY-ZkB9PULGNGGnuHjSC2U51YiywiSQ).
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## Sparse Bayesian Learning
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- Original SBL algorithm introduced in [Sparse Bayesian Learning and the Relevance Vector Machine](https://www.jmlr.org/papers/volume1/tipping01a/tipping01a.pdf).
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- [Fast Marginal Likelihood Maximisation for
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Sparse Bayesian Models](http://www.miketipping.com/papers/met-fastsbl.pdf)
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## Basis Pursuit
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Basis Pursuit (BP) with reweighting schemes, like the ones related to entropy regularization and the Automatic Relevance Determination (ARD) or SBL prior.

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