Convexity of the invariant coupling-operator set
Let be the set of coupling operators and let be the subset for which the corresponding Feller coupling has the required invariant measure. Convexity conjecture. The set is convex. This is posed as an open question related to the convexity of , and the source gives no resolution.
References
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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