Wednesday, 13:15 - 13:40 h, Room: H 2038

 

Deanna Needell
Randomized projection algorithms for overdetermined linear systems

 

Abstract:
In this talk we discuss variations to projection onto convex sets (POCS) type methods for overdetermined linear systems. POCS methods have found many applications
ranging from computer tomography to digital signal and image processing. The
Kaczmarz method is one of the most popular solvers for overdetermined systems
of linear equations due to its speed and simplicity. Here we introduce and analyze
extensions of this method which provide exponential convergence to the solution in expectation which in some settings significantly improves upon the convergence rate of the standard method.

 

Talk 1 of the invited session Wed.2.H 2038
"Conic and convex programming in statistics and signal processing III" [...]
Cluster 4
"Conic programming" [...]

 

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