Stochastic subspace correction in Hilbert space
Stochastic subspace correction in Hilbert space
Dokument öffnen (230.4KB)Datum der Veröffentlichung
11.2017Verlag / herausgebende Einrichtung
Institut für Numerische Simulation (INS)Verlagsort
BonnMetadaten
Zur Langanzeige
Zitierbarer Link (Handle URI) 
https://hdl.handle.net/20.500.11811/11828
Inhalt
We consider an incremental approximation method for solving variational problems in infinite-dimensional separable Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is solved. We show that convergence rates for the expectation of the squared error can be guaranteed under weaker conditions than previously established in [9].
Schlagwörter
infinite space splitting, subspace correction, multiplicative Schwarz, block coordinate descent, greedy, randomized, convergence rates, online learning
Klassifikation (DDC)
510 Mathematik 518 Numerische AnalysisErstpublikation
https://ins.uni-bonn.de/publication/preprintsZugehörige Publikation(en)
https://doi.org/10.1007/s00365-018-9447-1Reihe, Nummer
INS Preprints ; 1717Griebel, Michael; Oswald, Peter: Stochastic subspace correction in Hilbert space. In: INS Preprints, 1717.
Online-Ausgabe in bonndoc: https://hdl.handle.net/20.500.11811/11828
Online-Ausgabe in bonndoc: https://hdl.handle.net/20.500.11811/11828
@unpublished{handle:20.500.11811/11828,
author = {{Michael Griebel} and {Peter Oswald}},
title = {Stochastic subspace correction in Hilbert space},
publisher = {Institut für Numerische Simulation (INS)},
year = 2017,
month = nov,
INS Preprints},
volume = 1717,
note = {We consider an incremental approximation method for solving variational problems in infinite-dimensional separable Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is solved. We show that convergence rates for the expectation of the squared error can be guaranteed under weaker conditions than previously established in [9].},
url = {https://hdl.handle.net/20.500.11811/11828}
}
author = {{Michael Griebel} and {Peter Oswald}},
title = {Stochastic subspace correction in Hilbert space},
publisher = {Institut für Numerische Simulation (INS)},
year = 2017,
month = nov,
INS Preprints},
volume = 1717,
note = {We consider an incremental approximation method for solving variational problems in infinite-dimensional separable Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is solved. We show that convergence rates for the expectation of the squared error can be guaranteed under weaker conditions than previously established in [9].},
url = {https://hdl.handle.net/20.500.11811/11828}
}
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