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
Published in:	Entropy
Main Authors:	Francisco Vargas, Pierre Thodoroff, Austen Lamacraft, Neil Lawrence
Format:	Article
Language:	English
Published:	MDPI AG 2021-08-01
Subjects:	Schrödinger bridges machine learning stochastic control
Online Access:	https://www.mdpi.com/1099-4300/23/9/1134

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