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A randomized progressive iterative regularization method for data fitting problems

Published: June 4, 2025 | arXiv ID: 2506.03526v1

By: Dakang Cen, Wenlong Zhang, Junbin Zhong

Potential Business Impact:

Fixes messy data to make better pictures.

Business Areas:
A/B Testing Data and Analytics

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.

Page Count
28 pages

Category
Mathematics:
Numerical Analysis (Math)