Convergence Analysis of Quantile Randomized Kaczmarz Method for Linear Systems with Time-Varying Noise and Corruption
The Quantile Randomized Kaczmarz (QRK) method converges at least linearly in expectation up to a convergence horizon even when the linear system is perturbed by time-varying noise and corruption. The rate of convergence depends only on the corruption rate, while the convergence horizon depends on both the corruption rate and the time-varying noise.