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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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Detalles Bibliográficos
Autores principales: Vargas, Francisco, Thodoroff, Pierre, Lamacraft, Austen, Lawrence, Neil
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8464739/
https://www.ncbi.nlm.nih.gov/pubmed/34573759
http://dx.doi.org/10.3390/e23091134