Convexity of the invariant coupling-operator set

Let G\mathcal{G} be the set of coupling operators and let G0\mathcal{G}^0 be the subset for which the corresponding Feller coupling has the required invariant measure. Convexity conjecture. The set G0\mathcal{G}^0 is convex. This is posed as an open question related to the convexity of G\mathcal{G}, and the source gives no 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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