Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm

Stable and Robust Sampling Strategies for Compressive Imaging

(2013) Felix Krahmer et al.   IEEE TRANSACTIONS ON IMAGE PROCESSING

Paved with good intentions: Analysis of a randomized block Kaczmarz method

(2013) Deanna Needell et al.   LINEAR ALGEBRA AND ITS APPLICATIONS

Augmented $\ell_1$ and Nuclear-Norm Models with a Globally Linearly Convergent Algorithm

(2013) Ming-Jun Lai et al.   SIAM Journal on Imaging Sciences

Randomized Extended Kaczmarz for Solving Least Squares

(2013) Anastasios Zouzias et al.   SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS

Sparse Legendre expansions via ℓ1-minimization

(2012) Holger Rauhut et al.   JOURNAL OF APPROXIMATION THEORY

Two-Subspace Projection Method for Coherent Overdetermined Systems

(2012) Deanna Needell et al.   JOURNAL OF FOURIER ANALYSIS AND APPLICATIONS

Efficiency of Coordinate Descent Methods on Huge-Scale Optimization Problems

(2012) Yu. Nesterov   SIAM JOURNAL ON OPTIMIZATION

On Kaczmarz’s projection iteration as a direct solver for linear least squares problems

(2011) C. Popa et al.   LINEAR ALGEBRA AND ITS APPLICATIONS

Acceleration of randomized Kaczmarz method via the Johnson–Lindenstrauss Lemma

(2011) Yonina C. Eldar et al.   NUMERICAL ALGORITHMS

Graph Sparsification by Effective Resistances

(2011) Daniel A. Spielman et al.   SIAM JOURNAL ON COMPUTING

Randomized Kaczmarz solver for noisy linear systems

(2010) Deanna Needell   BIT NUMERICAL MATHEMATICS

Robust Stochastic Approximation Approach to Stochastic Programming

(2009) A. Nemirovski et al.   SIAM JOURNAL ON OPTIMIZATION

A Randomized Kaczmarz Algorithm with Exponential Convergence

(2008) Thomas Strohmer et al.   JOURNAL OF FOURIER ANALYSIS AND APPLICATIONS