Accelerated Exact Recovery from Noisy Data via Averaging and Noise-Aware Adaptive Bregman-Kaczmarz

Abstract

The adaptive Bregman-Kaczmarz method recovers the exact, noise-free solution of a linear inverse problem even when every measurement it queries is corrupted, provided the corruption is fresh, independent and zero-mean. A block version was proposed for parallel hardware, but whether larger blocks actually converge faster was left open. We show the answer hinges on how the block is used: replacing the block sum with a block average collapses the analysis onto a single positive-semidefinite matrix, through which we prove that the guaranteed convergence improves monotonically with the batch size, with a total gain governed by the stable rank of the system matrix. We then address heterogeneous noise by introducing a noise-aware weighting that down-weights unreliable measurements, and prove it is strictly better than uniform weighting whenever the noise is not proportional to the row norms - a condition that essentially never holds in practice. The two improvements are compatible and their benefits combine. Finally, we show the adaptive step size interpolates automatically between a fast initial phase and a slowly vanishing tail that carries the error exactly to zero, and we explain how its hyperparameters can be estimated without knowing the true solution. Numerical experiments under sparse, heterogeneous noise illustrate these findings and confirm that the heuristic estimates produce effective step sizes.