Triangular-Reference Schr”odinger Bridges for Time Series Generation
arXiv:2605.27478v1 Announce Type: new Abstract: We introduce Triangular-Reference Schr”odinger Bridges for Time Series (TR-SBTS), a conservative extension of the SBTS framework in which the Brownian reference is replaced by an intervalwise frozen, possibly degenerate diffusion reference, triangular across a hierarchy of latent volatility levels. The construction is a single entropy projection on the augmented state space, with the variational constraint imposed jointly across time and the latent levels and unfolded hierarchically by the disintegration of relative entropy. The […]