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arXiv · 1206.3610

On moving averages

Heinz H. Bauschke·Joshua Sarada·Xianfu Wang
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Abstract

We show that the moving arithmetic average is closely connected to a Gauss-Seidel type fixed point method studied by Bauschke, Wang and Wylie, and which was observed to converge only numerically. Our analysis establishes a rigorous proof of convergence of their algorithm in a special case; moreover, limit is explicitly identified. Moving averages in Banach spaces and Kolmogorov means are also studied. Furthermore, we consider moving proximal averages and epi-averages of convex functions.

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Heinz H. Bauschke, Joshua Sarada, Xianfu Wang. 2012-06-15. On moving averages. https://arxiv.org/abs/1206.3610

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