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4 votes
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Optimal transport between two distributions in a Markov chain

In a previous question, given an ergodic Markov chain, I'm interesting in sampling as short a path as possible with prescribed distributions for its endpoints. In a comment, I propose that the ...
dohmatob's user avatar
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1 vote
1 answer
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How to sample a path between 2 states in a Markov chain

Given an ergodic Markov chain and 2 states $x$ and $y$, how may one algorithmically sample a path (of finite length) $x =: s_0 \rightarrow s_1 \rightarrow \ldots \rightarrow s_T = y$ between $x$ and $...
dohmatob's user avatar
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