The paper proves that discrete-time iterative Markovian fitting converges to the Schrödinger Bridge on finite discrete spaces and introduces CSBM, a practical matching algorithm for categorical data.
Likelihood training of Schr \"o dinger bridge using forward-backward SDEs theory
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Categorical Schr\"odinger Bridge Matching
The paper proves that discrete-time iterative Markovian fitting converges to the Schrödinger Bridge on finite discrete spaces and introduces CSBM, a practical matching algorithm for categorical data.