Stochastic subspace correction in Hilbert space
Numerical Analysis
2018-03-06 v2
Abstract
We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is solved. we show that convergence rates for the expectation of the squared error can be guaranteed under weaker conditions than previously established in [Constr. Approx. 44:1 (2016), 121-139]. A connection to the theory of learning algorithms in reproducing kernel Hilbert spaces is revealed.
Cite
@article{arxiv.1712.02111,
title = {Stochastic subspace correction in Hilbert space},
author = {Michael Griebel and Peter Oswald},
journal= {arXiv preprint arXiv:1712.02111},
year = {2018}
}
Comments
15 pages