Stochastic subspace correction in Hilbert space

dc.contributor.author	Griebel, Michael
dc.contributor.author	Oswald, Peter
dc.date.accessioned	2024-08-13T14:11:11Z
dc.date.available	2024-08-13T14:11:11Z
dc.date.issued	11.2017
dc.identifier.uri	https://hdl.handle.net/20.500.11811/11828
dc.description.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].	en
dc.format.extent	17
dc.language.iso	eng
dc.relation.ispartofseries	INS Preprints ; 1717
dc.rights	In Copyright
dc.rights.uri	http://rightsstatements.org/vocab/InC/1.0/
dc.subject	infinite space splitting
dc.subject	subspace correction
dc.subject	multiplicative Schwarz
dc.subject	block coordinate descent
dc.subject	greedy
dc.subject	randomized
dc.subject	convergence rates
dc.subject	online learning
dc.subject.ddc	510 Mathematik
dc.subject.ddc	518 Numerische Analysis
dc.title	Stochastic subspace correction in Hilbert space
dc.type	Preprint
dc.publisher.name	Institut für Numerische Simulation (INS)
dc.publisher.location	Bonn
dc.rights.accessRights	openAccess
dc.relation.doi	https://doi.org/10.1007/s00365-018-9447-1
ulbbn.pubtype	Zweitveröffentlichung
dcterms.bibliographicCitation.url	https://ins.uni-bonn.de/publication/preprints

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