Constructing Sampling Schemes via Coupling: Markov Semigroups and Optimal Transport

Nikolas Nüsken, Grigorios A. Pavliotis. Constructing Sampling Schemes via Coupling: Markov Semigroups and Optimal Transport. SIAM/ASA J. Uncertain. Quantification, 7(1):324-382, 2019. [doi]

@article{NuskenP19,
  title = {Constructing Sampling Schemes via Coupling: Markov Semigroups and Optimal Transport},
  author = {Nikolas Nüsken and Grigorios A. Pavliotis},
  year = {2019},
  doi = {10.1137/18M119896X},
  url = {https://doi.org/10.1137/18M119896X},
  researchr = {https://researchr.org/publication/NuskenP19},
  cites = {0},
  citedby = {0},
  journal = {SIAM/ASA J. Uncertain. Quantification},
  volume = {7},
  number = {1},
  pages = {324-382},
}