We investigate recursive nearest neighbor search in a sparse domain at the scale of audio signals. Essentially, to approximate the cosine distance between the signals we make pairwise comparisons between the elements of localized sparse models built from large and redundant multiscale dictionaries of time-frequency atoms. Theoretically, error bounds on these approximations provide efficient means for quickly reducing the search space to the nearest neighborhood of a given data; but we demonstrate here that the best bound defined thus far involving a probabilistic assumption does not provide a practical approach for comparing audio signals with respect to this distance measure. Our experiments show, however, that regardless of these non-discriminative bounds, we only need to make a few atom pair comparisons to reveal, e.g., the origin of an excerpted signal, or melodies with similar time-frequency structures.