A generalized Hopf-Cole transform enables a convergent Sinkhorn-type algorithm for solving the nonconvex mean-field Schrödinger bridge problem via integro-PDEs.
Inferring potential landscapes: A Schr ¨odinger bridge approach to maximum caliber,
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A Generalized Sinkhorn Algorithm for Mean-Field Schr\"odinger Bridge
A generalized Hopf-Cole transform enables a convergent Sinkhorn-type algorithm for solving the nonconvex mean-field Schrödinger bridge problem via integro-PDEs.