Solving Schrödinger Bridges via Maximum Likelihood

The Schrödinger bridge problem (SBP) finds the most likely stochastic evolution between two probability distributions given a prior stochastic evolution. As well as applications in the natural sciences, problems of this kind have important applications in machine learning such as dataset alignment a...

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Bibliographic Details
Main Authors: Francisco Vargas, Pierre Thodoroff, Austen Lamacraft, Neil Lawrence
Format: Article
Language:English
Published: MDPI AG 2021-08-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/23/9/1134