Quantile-based Random Kaczmarz for corrupted linear systems of equations

DOI10.1093/imaiai/iaab029zbMath1505.65166arXiv2107.05554OpenAlexW4206795012MaRDI QIDQ5878259

Stefan Steinerberger

Publication date: 20 February 2023

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.05554

zbMATH Keywords

stochastic gradient descentKaczmarzcorrupted linear systems

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Iterative numerical methods for linear systems (65F10) Random matrices (algebraic aspects) (15B52) Linear equations (linear algebraic aspects) (15A06)

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