Stochastic alternating projections
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.
- scientific article; zbMATH DE number 2148414
- The rate of convergence for the method of alternating projections. II
- On Dykstra's algorithm: finite convergence, stalling, and the method of alternating projections
- On the rate of convergence of iterated Bregman projections and of the alternating algorithm
- The rate of convergence in the method of alternating projections
- An “alternierende Verfahren” for general positive operators
- Atomic intersection of \(\sigma \)-fields and some of its consequences
- Best approximation in inner product spaces
- Comparison theorems for reversible Markov chains
- Convergence properties of the Gibbs sampler for perturbations of Gaussians
- Finding best approximation pairs relative to two closed convex sets in Hilbert spaces
- Generalization of von Neumann's spectral sets and integral representation of operators
- Gibbs sampling, conjugate priors and coupling
- Gibbs sampling, exponential families and orthogonal polynomials
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- scientific article; zbMATH DE number 65765 (Why is no real title available?)
- scientific article; zbMATH DE number 3222422 (Why is no real title available?)
- scientific article; zbMATH DE number 3230744 (Why is no real title available?)
- scientific article; zbMATH DE number 3290674 (Why is no real title available?)
- Iterated Products of Projections in Hilbert Space
- Iterates of a product of conditional expectation operators
- Iterates of Conditional Expectation Operators
- Markov averaging and ergodic theorems for several operators
- Markov Chains and Stochastic Stability
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Monte Carlo strategies in scientific computing
- On Products of Conditional Expectation Operators
- On the convergence of the Markov chain simulation method
- On the Order Structure of the Set of Sufficient Subfields
- Projection algorithms: Results and open problems
- Subspace arrangements and property T.
- Successive Conditional Expectations of an Integrable Function
- Sufficiency in the Undominated Case
- The asymptotic behavior of the composition of two resolvents
- The Expected–Projection Method: Its Behavior and Applications to Linear Operator Equations and Convex Optimization
- Theory of Reproducing Kernels
- Trivial intersection of \(\sigma \)-fields and Gibbs sampling
- Selective alternating projections to find the nearest SDD\(^{+}\) matrix
- Hit and run as a unifying device
- 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
- Beta Random Projection
- Atomic intersection of \(\sigma \)-fields and some of its consequences
- Multilevel linear models, Gibbs samplers and multigrid decompositions (with discussion)
- Analysis of two-component Gibbs samplers using the theory of two projections
- Solidarity of Gibbs samplers: the spectral gap
- Dual adaptive stochastic block projection algorithm for solving convex feasibility problem in support vector machines
- Scalability of Metropolis-within-Gibbs schemes for high-dimensional Bayesian models
- Gibbs sampling, exponential families and orthogonal polynomials
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