Schrödinger Bridges
Overview
A Schrödinger bridge finds the most likely stochastic dynamics, relative to a chosen reference process, that connect specified endpoint distributions; this links entropy-regularized optimal transport, stochastic control, and path-space inference. Methods include Sinkhorn and iterative proportional fitting algorithms, as well as neural bridge matching and score- or flow-based models for learning dynamics from data. Applications range from image and speech generation to medical translation, single-cell trajectory inference, and filtering, with extensions for multiple or unbalanced marginals, non-Euclidean spaces, and control constraints. A central challenge is balancing tractable training and few-step sampling with accurate paths and marginals, especially when the reference process or assumed dynamics poorly fit the data.
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