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 …

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 …

Quantile-based random Kaczmarz for corrupted linear systems of equations

S Steinerberger - Information and Inference: A Journal of the IMA, 2023 - academic.oup.com
We consider linear systems where consists of normalized rows,, and where up to entries of
have been corrupted (possibly by arbitrarily large numbers). Haddock, Needell, Rebrova & …

QuantileRK: Solving large-scale linear systems with corrupted, noisy data

B Jarman, D Needell - 2021 55th Asilomar Conference on …, 2021 - ieeexplore.ieee.org
Measurement data in linear systems arising from real-world applications often suffers from
both large, sparse corruptions, and widespread small-scale noise. This can render many …

On subsampled quantile randomized Kaczmarz

J Haddock, A Ma, E Rebrova - 2023 59th Annual Allerton …, 2023 - ieeexplore.ieee.org
When solving noisy linear systems Ax= b+ c, the theoretical and empirical performance of
stochastic iterative methods, such as the Randomized Kaczmarz algorithm, depends on the …

On block accelerations of quantile randomized Kaczmarz for corrupted systems of linear equations

L Cheng, B Jarman, D Needell, E Rebrova - Inverse Problems, 2022 - iopscience.iop.org
With the growth of large data as well as large-scale learning tasks, the need for efficient and
robust linear system solvers is greater than ever. The randomized Kaczmarz method (RK) …

Convergence analyses based on frequency decomposition for the randomized row iterative method

NC Wu, H Xiang - Inverse Problems, 2021 - iopscience.iop.org
For solving the large-scale linear systems, a unified randomized row iterative (RRI) method
was proposed in Gower and Richtárik (2015 SIAM J. Matrix Anal. Appl. 36 1660–1690) …

A subspace constrained randomized Kaczmarz method for structure or external knowledge exploitation

J Lok, E Rebrova - Linear Algebra and its Applications, 2024 - Elsevier
We study a version of the randomized Kaczmarz algorithm for solving systems of linear
equations where the iterates are confined to the solution space of a selected subsystem. We …

Quantile-based random sparse Kaczmarz for corrupted and noisy linear systems

L Zhang, H Wang, H Zhang - Numerical Algorithms, 2024 - Springer
The randomized Kaczmarz method, along with its recently developed variants, has become
a popular tool for dealing with large-scale linear systems. However, these methods usually …