All Questions

Given two probability densities $\mu\in\mathcal P(\mathbb R^d)$ and $\nu\in\mathcal P(\mathbb R^d)$, we define their Wasserstein-$p$ metric as $$ W_p^p(\mu, \nu)=\inf_{\gamma\in \Gamma(\mu, \nu)}\int_{...

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 $...