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math.PR2025
Diffusion Approximations to Schrödinger Bridges on Manifolds
Garrett Mulcahy, Soumik Pal
We present a collection of explicit diffusion approximations to small temperature Schrödinger bridges on manifolds. Our most precise results are when both marginals are the same an…
math.PR2025
Langevin Diffusion Approximation to Same Marginal Schrödinger Bridge
Medha Agarwal, Zaid Harchaoui, Garrett Mulcahy +1
We introduce a novel approximation to the same marginal Schrödinger bridge using the Langevin diffusion. As , it is known that the barycentric projection…