Stochastic subspace correction in Hilbert space
Stochastic subspace correction in Hilbert space
View/Date of Publication
11.2017Publisher
Institut für Numerische Simulation (INS)Publisher Location
BonnMetadata
Show full item record
Citable Link (Handle URI) 
https://hdl.handle.net/20.500.11811/11828
Abstract
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].
Subjects
infinite space splitting, subspace correction, multiplicative Schwarz, block coordinate descent, greedy, randomized, convergence rates, online learning
Classification (DDC)
510 Mathematik 518 Numerische AnalysisFirst Publication
https://ins.uni-bonn.de/publication/preprintsRelated Publications
https://doi.org/10.1007/s00365-018-9447-1Part of Series
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@unpublished{handle:20.500.11811/11828,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}
}
The following license files are associated with this item:
