Related papers: Randomized batch-sampling Kaczmarz methods for sol…
Asynchronous methods for solving systems of linear equations have been researched since Chazan and Miranker's pioneering 1969 paper on chaotic relaxation. The underlying idea of asynchronous methods is to avoid processor idle time by…
This paper investigates the convergence of the randomized Kaczmarz algorithm for the problem of phase retrieval of complex-valued objects. While this algorithm has been studied for the real-valued case}, its generalization to the…
We present a randomized iterative algorithm that exponentially converges in expectation to the minimum Euclidean norm least squares solution of a given linear system of equations. The expected number of arithmetic operations required to…
In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…
Combined optimization problems that couple data-fidelity and regularization terms arise naturally in a wide range of inverse problems. In this paper, we study an adaptive randomized averaging block extended Bregman-Kaczmarz (aRABEBK) method…
The Kaczmarz method (KZ) and its variants, which are types of stochastic gradient descent (SGD) methods, have been extensively studied due to their simplicity and efficiency in solving linear equation systems. The iterative thresholding…
The randomized Kaczmarz (RK) method is a well-known approach for solving linear least-squares problems with a large number of rows. RK accesses and processes just one row at a time, leading to exponentially fast convergence for consistent…
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…
In this note we reconsider two known algorithms which both usually converge faster than the randomized Kaczmarz method introduced by Strohmer and Vershynin(2009), but require the additional computation of all residuals of an iteration at…
We introduce a quantum linear system solving algorithm based on the Kaczmarz method, a widely used workhorse for large linear systems and least-squares problems that updates the solution by enforcing one equation at a time. Its simplicity…
We provide a complete characterization of the randomized Kaczmarz algorithm (RKA) for inconsistent linear systems. The Kaczmarz algorithm, known in some fields as the algebraic reconstruction technique, is a classical method for solving…
The Kaczmarz method is an iterative method for solving large systems of equations that projects iterates orthogonally onto the solution space of each equation. In contrast to direct methods such as Gaussian elimination or QR-factorization,…
Recovery of a sparse signal from a nonlinear system arises in many practical applications including compressive sensing, image reconstruction and machine learning. In this paper, a fast block nonlinear Bregman-Kaczmarz method with averaging…
One-bit quantization with time-varying sampling thresholds has recently found significant utilization potential in statistical signal processing applications due to its relatively low power consumption and low implementation cost. In…
The Kaczmarz and Gauss-Seidel methods both solve a linear system $\bf{X}\bf{\beta} = \bf{y}$ by iteratively refining the solution estimate. Recent interest in these methods has been sparked by a proof of Strohmer and Vershynin which shows…
This article explores and analyzes the unsupervised clustering of large partially observed graphs. We propose a scalable and provable randomized framework for clustering graphs generated from the stochastic block model. The clustering is…
In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic…
Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…
The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing various notions of vector concentration ($q$-exponential,…
This paper introduces an abstract framework for randomized subspace correction methods for convex optimization, which unifies and generalizes a broad class of existing algorithms, including domain decomposition, multigrid, and block…