Diffusion & Adversarial Schrödinger Bridges via Iterative Proportional Markovian Fitting
The Iterative Markovian Fitting (IMF) procedure, which iteratively projects onto the space of Markov processes and the reciprocal class, successfully solves the Schrödinger Bridge (SB) problem. However, an efficient practical implementation requires a heuristic modification-alternating between fitti…