Schrodinger Bridge is essentially trying to find the most likely stochastic process that maps 2 probability distributions at different times while being as close as simple reference process, typically Brownian, by minimizing the KL divergence between Q and W.
Splendid explanation, Would very happy if you could share the slide!
Schrodinger Bridge is essentially trying to find the most likely stochastic process that maps 2 probability distributions at different times while being as close as simple reference process, typically Brownian, by minimizing the KL divergence between Q and W.