Stochastic alternating projections (Q1928866): Difference between revisions

From the authors' abstract: The authors show how the basic work of Don Burkholder on iterated conditional expectations is intimately connected to a standard tool of scientific computing-Glauber dynamics (also known as the Gibbs sampler). They begin with von Neumann's alternating projection theorem using an example of Burkholder. Then, they review Burkholder's theorem. Finally, the authors introduce Glauber dynamics and show how Burkholder's theorem can be harnessed to prove convergence. In the other direction, it is shown how classical convergence rates involving the angle between subspaces can be substantially refined in several cases.