Related papers: Quantile-based Random Sparse Kaczmarz for Corrupte…
We establish an improved classical algorithm for solving linear systems in a model analogous to the QRAM that is used by quantum linear solvers. Precisely, for the linear system $A\x = \b$, we show that there is a classical algorithm that…
This work is about rounding error analysis of randomized CholeskyQR-type algorithms for sparse matrices. We often encounter QR factorization of the sparse matrices in many real problems. In this work, we focus on some typical…
The randomized Kaczmarz algorithm has received considerable attention recently because of its simplicity, speed, and the ability to approximately solve large-scale linear systems of equations. In this paper we propose randomized double and…
Two complementary approaches have been extensively used in signal and image processing leading to novel results, the sparse representation methodology and the variational strategy. Recently, a new sparsity based model has been proposed, the…
Here we revisit the classic problem of linear quadratic estimation, i.e. estimating the trajectory of a linear dynamical system from noisy measurements. The celebrated Kalman filter gives an optimal estimator when the measurement noise is…
In [Steinerberger, Q. Appl. Math., 79:3, 419-429, 2021] and [Shao, SIAM J. Matrix Anal. Appl. 44(1), 212-239, 2023], two new types of Kaczmarz algorithms, which share some similarities, for consistent linear systems were proposed. These two…
Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…
In this paper, we construct a class of nonlinear greedy average block Kaczmarz methods to solve nonlinear problems without computing the Moore-Penrose pseudoinverse. This kind of methods adopts the average technique of Gaussian Kaczmarz…
In this paper we make a theoretical analysis of the convergence rates of Kaczmarz and Extended Kaczmarz projection algorithms for some of the most practically used control sequences. We first prove an at least linear convergence rate for…
For solving large-scale consistent linear system, we combine two efficient row index selection strategies with Kaczmarz-type method with oblique projection, and propose a greedy randomized Kaczmarz method with oblique projection (GRKO) and…
In this paper, for solving inconsistent matrix equations we propose a dual-space residual-based randomized extended Kaczmarz method and its version with Nesterov momentum. Without the full column rank assumptions on coefficient matrices, we…
The randomized Kaczmarz methods are a popular and effective family of iterative methods for solving large-scale linear systems of equations, which have also been applied to linear feasibility problems. In this work, we propose a new block…
We consider the problem of the recovery of a k-sparse vector from compressed linear measurements when data are corrupted by a quantization noise. When the number of measurements is not sufficiently large, different $k$-sparse solutions may…
We present a randomized Kaczmarz method for linear discriminant analysis (rkLDA), an iterative randomized approach to binary-class Gaussian model linear discriminant analysis (LDA) for very large data. We harness a least squares formulation…
Kernel methods are applied to many problems in pattern recognition, including subspace clustering (SC). That way, nonlinear problems in the input data space become linear in mapped high-dimensional feature space. Thereby, computationally…
We propose Robust Lasso-Zero, an extension of the Lasso-Zero methodology, initially introduced for sparse linear models, to the sparse corruptions problem. We give theoretical guarantees on the sign recovery of the parameters for a slightly…
This paper proposes a new distributed algorithm for solving linear systems associated with a sparse graph under a generalised diagonal dominance assumption. The algorithm runs iteratively on each node of the graph, with low complexities on…
We propose a simple doubly stochastic block Gauss--Seidel algorithm for solving linear systems of equations. By varying the row partition parameter and the column partition parameter of the coefficient matrix, we recover the Landweber…
Corrupted sensing concerns the problem of recovering a high-dimensional structured signal from a collection of measurements that are contaminated by unknown structured corruption and unstructured noise. In the case of linear measurements,…
We explore the impact of coarse quantization on low-rank matrix sensing in the extreme scenario of dithered one-bit sampling, where the high-resolution measurements are compared with random time-varying threshold levels. To recover the…