Learning non-equilibrium diffusions with Schr”odinger bridges: from exactly solvable to simulation-free
arXiv:2505.16644v2 Announce Type: replace Abstract: We consider the Schr”odinger bridge problem which, given ensemble measurements of the initial and final configurations of a stochastic dynamical system and some prior knowledge on the dynamics, aims to reconstruct the “most likely” evolution of the system compatible with the data. Most existing literature assume Brownian reference dynamics, and are implicitly limited to modelling systems driven by the gradient of a potential energy. We depart from this regime and consider reference processes […]