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Provably Convergent Schr\"odinger Bridge with Applications to Probabilistic Time Series Imputation. (arXiv:2305.07247v1 [cs.LG])
cs.LG updates on arXiv.org arxiv.org
The Schr\"odinger bridge problem (SBP) is gaining increasing attention in
generative modeling and showing promising potential even in comparison with the
score-based generative models (SGMs). SBP can be interpreted as an
entropy-regularized optimal transport problem, which conducts projections onto
every other marginal alternatingly. However, in practice, only approximated
projections are accessible and their convergence is not well understood. To
fill this gap, we present a first convergence analysis of the Schr\"odinger
bridge algorithm based on approximated projections. As for its …
applications arxiv attention bridge comparison entropy generative generative modeling generative models imputation modeling practice series time series transport