Stochastic alternating projections
From MaRDI portal
Publication:1928866
zbMath1268.60098MaRDI QIDQ1928866
Laurent Saloff-Coste, Kshitij Khare, Persi Diaconis
Publication date: 4 January 2013
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ijm/1336568522
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of functional analysis in probability theory and statistics (46N30)
Related Items
Multilevel linear models, Gibbs samplers and multigrid decompositions (with discussion), Gibbs sampling, exponential families and orthogonal polynomials, Hit and run as a unifying device, Atomic intersection of \(\sigma \)-fields and some of its consequences, Trivial intersection of \(\sigma \)-fields and Gibbs sampling, Stochastic boundary methods of fundamental solutions for solving PDEs, Infeasibility and Error Bound Imply Finite Convergence of Alternating Projections
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Finding best approximation pairs relative to two closed convex sets in Hilbert spaces
- Subspace arrangements and property T.
- The asymptotic behavior of the composition of two resolvents
- Iterates of a product of conditional expectation operators
- Gibbs sampling, exponential families and orthogonal polynomials
- Comparison theorems for reversible Markov chains
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- On the convergence of the Markov chain simulation method
- Convergence properties of the Gibbs sampler for perturbations of Gaussians
- Gibbs sampling, conjugate priors and coupling
- Trivial intersection of \(\sigma \)-fields and Gibbs sampling
- Iterates of Conditional Expectation Operators
- Iterated Products of Projections in Hilbert Space
- Markov Chains and Stochastic Stability
- On Products of Conditional Expectation Operators
- Generalization of von Neumann's spectral sets and integral representation of operators
- The Expected–Projection Method: Its Behavior and Applications to Linear Operator Equations and Convex Optimization
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- On the Order Structure of the Set of Sufficient Subfields
- Successive Conditional Expectations of an Integrable Function
- Sufficiency in the Undominated Case
- An “alternierende Verfahren” for general positive operators
- Theory of Reproducing Kernels
- Best approximation in inner product spaces
- Monte Carlo strategies in scientific computing
- Atomic intersection of \(\sigma \)-fields and some of its consequences