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Quantile-based Iterative Methods for Corrupted Systems of Linear Equations

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 نشر من قبل William Swartworth Jr
 تاريخ النشر 2020
  مجال البحث الهندسة المعلوماتية
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Often in applications ranging from medical imaging and sensor networks to error correction and data science (and beyond), one needs to solve large-scale linear systems in which a fraction of the measurements have been corrupted. We consider solving such large-scale systems of linear equations $mathbf{A}mathbf{x}=mathbf{b}$ that are inconsistent due to corruptions in the measurement vector $mathbf{b}$. We develop several variants of iterative methods that converge to the solution of the uncorrupted system of equations, even in the presence of large corruptions. These methods make use of a quantile of the absolute values of the residual vector in determining the iterate update. We present both theoretical and empirical results that demonstrate the promise of these iterative approaches.

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