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Adaptive Bregman-Kaczmarz: An Approach to Solve Linear Inverse Problems with Independent Noise Exactly
Lionel Tondji, Idriss Tondji, Dirk A. Lorenz
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We consider the block Bregman-Kaczmarz method for finite dimensional linear inverse problems. The block Bregman-Kaczmarz method uses blocks of the linear system and performs iterative steps with these blocks only. We assume a noise model that we call independent noise, i.e. each time the method performs a step for some block, one obtains a noisy sample of the respective part of the right-hand side which is contaminated with new noise that is independent of all previous steps of the method. One can view these noise models as making a fresh noisy measurement of the respective block each time it is used. In this framework, we are able to show that a well-chosen adaptive stepsize of the block Bergman-Kaczmarz method is able to converge to the exact solution of the linear inverse problem. The plain form of this adaptive stepsize relies on unknown quantities (like the Bregman distance to the solution), but we show a way how these quantities can be estimated purely from given data. We illustrate the finding in numerical experiments and confirm that these heuristic estimates lead to effective stepsizes.
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