Convexity of the coupling-operator set

Let (Eˉ,τˉ)(\bar{E},\bar{\tau}) be the product state space, let (Li,D(Li))(\mathcal{L}_i,\mathcal{D}(\mathcal{L}_i)) be the generators of the marginal Feller semigroups, and let G\mathcal{G} denote the set of coupling operators satisfying the coupling-operator conditions. Convexity conjecture. The set G\mathcal{G} is convex. This would provide a useful structural property for constructing and comparing couplings. The source does not provide a resolution.

Sources & referencesView supporting material

Primary source

N. Nuesken and G. A. Pavliotis, “Constructing sampling schemes via coupling: Markov semigroups and optimal transport”, arXiv:1806.11026 (2018).

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