Rates of convergence for chains of expansive Markov Operators

DOI10.1093/IMATRM/TNAD001MaRDI QIDQ6183219zbMATH OpenOpenAlexFDO

Authors Neal Hermer, D. Russell Luke, Anja Sturm

Publication date 26 January 2024

Published in Transactions of Mathematics and Its Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2206.05213

zbMATH Keywords

averaged mappingconvergenceinconsistent stochastic fixed point problemiterated random functionsMarkov chainMarkov operatornonexpansive mappingstochastic feasibility

Mathematics Subject Classification ID

Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Existence of optimal solutions to problems involving randomness (49J55) Numerical methods based on nonlinear programming (49M37) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Stochastic programming (90C15)

Abstract: We provide conditions that guarantee local rates of convergence in distribution of iterated random functions that are not nonexpansive mappings in locally compact Hadamard spaces. Our results are applied to stochastic instances of common algorithms in optimization, stochastic tomography for X-FEL imaging, and a stochastic algorithm for the computation of Fr'echet means in model spaces for phylogenetic trees.

Cited in

(2)

• Convergence in distribution of randomized algorithms: the case of partially separable optimization
• Stochastic algorithms for large-scale composite optimization: the case of likelihood maximization for X-FEL imaging

This page was built for publication: Rates of convergence for chains of expansive Markov Operators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6183219)