Stochastic algorithms for computing means of probability measures
AbstractConsider a probability measure μ supported by a regular geodesic ball in a manifold. For any p≥1 we define a stochastic algorithm which converges almost surely to the p-mean ep of μ. Assuming furthermore that the functional to minimize is regular around ep, we prove that a natural renormalization of the inhomogeneous Markov chain converges in law into an inhomogeneous diffusion process. We give an explicit expression of this process, as well as its local characteristic.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 122 (2012)
Issue (Month): 4 ()
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.