Speaker: Andrew Warren

Abstract: We discuss a class of sampling algorithms/generative models motivated by the Schrödinger bridge problem, a classical problem in probability theory closely connected to stochastic control and entropy-regularized optimal transport. The talk will be expository. Primary reference is the following article of Tzen & Raginsky from COLT 2019: http://proceedings.mlr.press/v99/tzen19a/tzen19a.pdf