On adaptive sketch-and-project for solving linear systems

RM Gower, D Molitor, J Moorman, D Needell - SIAM Journal on Matrix Analysis …, 2021 - SIAM
We generalize the concept of adaptive sampling rules to the sketch-and-project method for
solving linear systems. Analyzing adaptive sampling rules in the sketch-and-project setting …

Randomized extended average block Kaczmarz for solving least squares

K Du, WT Si, XH Sun - SIAM Journal on Scientific Computing, 2020 - SIAM
Randomized iterative algorithms have recently been proposed to solve large-scale linear
systems. In this paper, we present a simple randomized extended average block Kaczmarz …

On greedy randomized average block Kaczmarz method for solving large linear systems

CQ Miao, WT Wu - Journal of Computational and Applied Mathematics, 2022 - Elsevier
Inspired by the greedy randomized Kaczmarz method, we propose a probability criterion
which can capture subvectors of the residual whose norms are relatively large. According to …

Harnessing the power of sample abundance: Theoretical guarantees and algorithms for accelerated one-bit sensing

A Eamaz, F Yeganegi, D Needell… - IEEE Transactions on …, 2024 - ieeexplore.ieee.org
One-bit quantization with time-varying sampling thresholds (also known as random
dithering) has recently found significant utilization potential in statistical signal processing …

Quantile-based iterative methods for corrupted systems of linear equations

J Haddock, D Needell, E Rebrova… - SIAM Journal on Matrix …, 2022 - SIAM
Often in applications ranging from medical imaging and sensor networks to error correction
and data science (and beyond), one needs to solve large-scale linear systems in which a …

Greed works: An improved analysis of sampling Kaczmarz--Motzkin

J Haddock, A Ma - SIAM Journal on Mathematics of Data Science, 2021 - SIAM
Stochastic iterative algorithms have gained recent interest in machine learning and signal
processing for solving large-scale systems of equations, Ax=b. One such example is the …

Sharp analysis of sketch-and-project methods via a connection to randomized singular value decomposition

M Dereziński, E Rebrova - SIAM Journal on Mathematics of Data Science, 2024 - SIAM
Sketch-and-project is a framework which unifies many known iterative methods for solving
linear systems and their variants, as well as further extensions to nonlinear optimization …

On the Kaczmarz methods based on relaxed greedy selection for solving matrix equation AXB= C

NC Wu, CZ Liu, Q Zuo - Journal of Computational and Applied Mathematics, 2022 - Elsevier
For solving a consistent system of linear equations, the Kaczmarz method is a popular
representative among iterative algorithms due to its simplicity and efficiency. Based on the …

A semi-randomized Kaczmarz method with simple random sampling for large-scale linear systems

Y Jiang, G Wu, L Jiang - Advances in Computational Mathematics, 2023 - Springer
Randomized Kaczmarz-type methods are appealing for large-scale linear systems arising
from big data problems. One of the keys of randomized Kaczmarz-type methods is how to …

On greedy randomized block Kaczmarz method for consistent linear systems

Y Liu, CQ Gu - Linear Algebra and Its Applications, 2021 - Elsevier
The randomized block Kaczmarz method aims to solve linear system A x= b by iteratively
projecting the current estimate to the solution space of a subset of the constraints. Recent …