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The Kaczmarz method is a popular iterative method for solving consistent, overdetermined linear system such as medical imaging in computerized tomography. The Kaczmarz's iteration repeatedly scans all equations in order, which leads to…

Numerical Analysis · Mathematics 2023-05-23 Chuan-gang Kang

The multi-step inertial randomized Kaczmarz (MIRK) method is an iterative method for solving large-scale linear systems. In this paper, we enhance the MIRK method by incorporating the greedy probability criterion, coupled with the…

Numerical Analysis · Mathematics 2024-10-10 Yansheng Su , Deren Han , Yun Zeng , Jiaxin Xie

We propose a generalization of the linear panel quantile regression model to accommodate both \textit{sparse} and \textit{dense} parts: sparse means while the number of covariates available is large, potentially only a much smaller number…

Econometrics · Economics 2022-08-24 Alexandre Belloni , Mingli Chen , Oscar Hernan Madrid Padilla , Zixuan , Wang

We propose a novel iterative algorithm for solving a large sparse linear system. The method is based on the EM algorithm. If the system has a unique solution, the algorithm guarantees convergence with a geometric rate. Otherwise,…

Numerical Analysis · Mathematics 2018-08-03 Minwoo Chae , Stephen G. Walker

The Kaczmarz method is widely recognized as an efficient iterative algorithm for solving large-scale linear systems, owing to its simplicity and low memory requirements. However, the development of its nonlinear extensions for solving…

Numerical Analysis · Mathematics 2026-03-30 Renjie Ding , Dongling Wang , Jun Zou

We propose a convex and fast signal reconstruction method for block sparsity under arbitrary linear transform with unknown block structure. The proposed method is a generalization of the similar existing method and can reconstruct signals…

Machine Learning · Computer Science 2024-02-14 Takanobu Furuhashi , Hidekata Hontani , Tatsuya Yokota

Sparse covariance matrices play crucial roles by encoding the interdependencies between variables in numerous fields such as genetics and neuroscience. Despite substantial studies on sparse covariance matrices, existing methods face several…

Methodology · Statistics 2026-03-03 Rakheon Kim , Irina Gaynanova

Penalized quantile regression (QR) is widely used for studying the relationship between a response variable and a set of predictors under data heterogeneity in high-dimensional settings. Compared to penalized least squares, scalable…

Methodology · Statistics 2022-05-06 Rebeka Man , Xiaoou Pan , Kean Ming Tan , Wen-Xin Zhou

The successful implementation of algorithms on quantum processors relies on the accurate control of quantum bits (qubits) to perform logic gate operations. In this era of noisy intermediate-scale quantum (NISQ) computing, systematic…

The Kaczmarz algorithm (KA) is a popular method for solving a system of linear equations. In this note we derive a new exponential convergence result for the KA. The key allowing us to establish the new result is to rewrite the KA in such a…

Systems and Control · Computer Science 2015-06-23 Liang Dai , Thomas Schön

We solve the analysis sparse coding problem considering a combination of convex and non-convex sparsity promoting penalties. The multi-penalty formulation results in an iterative algorithm involving proximal-averaging. We then unfold the…

Neural Networks are sensitive to various corruptions that usually occur in real-world applications such as blurs, noises, low-lighting conditions, etc. To estimate the robustness of neural networks to these common corruptions, we generally…

Machine Learning · Computer Science 2021-05-27 Alfred Laugros , Alice Caplier , Matthieu Ospici

The Bregman-Kaczmarz method is an iterative method which can solve strongly convex problems with linear constraints and uses only one or a selected number of rows of the system matrix in each iteration, thereby making it amenable for…

Optimization and Control · Mathematics 2023-07-31 Dirk A. Lorenz , Maximilian Winkler

The randomized extended Kaczmarz and Gauss-Seidel algorithms have attracted much attention because of their ability to treat all types of linear systems (consistent or inconsistent, full rank or rank-deficient). In this paper, we interpret…

Numerical Analysis · Mathematics 2018-01-11 Kui Du

In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the…

Numerical Analysis · Mathematics 2018-07-18 Selin Aslan , Eric de Sturler , Misha E. Kilmer

In this paper, we present, evaluate and analyse the performance of parallel synchronous Jacobi algorithms by different partitioned procedures including band-row splitting, band-row sparsity pattern splitting and substructuring splitting,…

Numerical Analysis · Mathematics 2021-12-07 Abal-Kassim Cheik Ahamed , Frederic Magoules

We study the algorithmic problem of sparse mean estimation in the presence of adversarial outliers. Specifically, the algorithm observes a \emph{corrupted} set of samples from $\mathcal{N}(\mu,\mathbf{I}_d)$, where the unknown mean $\mu \in…

Data Structures and Algorithms · Computer Science 2024-03-08 Ankit Pensia

Nonlinear adaptive filters often show some sparse behavior due to the fact that not all the coefficients are equally useful for the modeling of any nonlinearity. Recently, a class of proportionate algorithms has been proposed for nonlinear…

Signal Processing · Electrical Eng. & Systems 2022-12-16 Danilo Comminiello , Michele Scarpiniti , Simone Scardapane , Luis A. Azpicueta-Ruiz , Aurelio Uncini

There is a great need for robust techniques in data mining and machine learning contexts where many standard techniques such as principal component analysis and linear discriminant analysis are inherently susceptible to outliers.…

Methodology · Statistics 2015-09-28 Garth Tarr , Samuel Müller , Neville C. Weber

In this paper, we study the problem of estimating latent variable models with arbitrarily corrupted samples in high dimensional space ({\em i.e.,} $d\gg n$) where the underlying parameter is assumed to be sparse. Specifically, we propose a…

Machine Learning · Statistics 2020-10-20 Di Wang , Xiangyu Guo , Shi Li , Jinhui Xu
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