A randomized progressive iterative regularization method for data fitting problems

Fuente: arXiv
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Main Authors: Cen, Dakang, Zhang, Wenlong, Zhong, Junbin
Format: Preprint
Published: 2025
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author Cen, Dakang
Zhang, Wenlong
Zhong, Junbin
author_facet Cen, Dakang
Zhang, Wenlong
Zhong, Junbin
contents In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares solution. Furthermore, we present an optimal estimation for the regularization parameter, which inspires the construction of self-consistent algorithms without prior information. The numerical results confirm the theoretical analysis and show the performance in curve and surface fittings.
format Preprint
id arxiv_https___arxiv_org_abs_2506_03526
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A randomized progressive iterative regularization method for data fitting problems
Cen, Dakang
Zhang, Wenlong
Zhong, Junbin
Numerical Analysis
In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares solution. Furthermore, we present an optimal estimation for the regularization parameter, which inspires the construction of self-consistent algorithms without prior information. The numerical results confirm the theoretical analysis and show the performance in curve and surface fittings.
title A randomized progressive iterative regularization method for data fitting problems
topic Numerical Analysis
url https://arxiv.org/abs/2506.03526