Ibuki Maeda

Statistical Analysis of the Sinkhorn Iterations for Two-Sample Schr\"{o}dinger Bridge Estimation

The Schrödinger bridge problem seeks the optimal stochastic process that connects two given probability distributions with minimal energy modification. While the Sinkhorn algorithm is widely used to solve the static optimal transport problem, a recent work (Pooladian and Niles-Weed, 2024) proposed…