Rates of Convergence for Chains of Expansive Markov Operators
Probability
2023-11-01 v3 Optimization and Control
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.
Keywords
Cite
@article{arxiv.2206.05213,
title = {Rates of Convergence for Chains of Expansive Markov Operators},
author = {Neal Hermer and D. Russell Luke and Anja Sturm},
journal= {arXiv preprint arXiv:2206.05213},
year = {2023}
}
Comments
29 pages, 75 references. Accepted to Transactions of Mathematics and its Applications. This is a more narrowly focused version of arXiv:2007.06479. arXiv admin note: text overlap with arXiv:2205.15897