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Why It Matters
The generalized Schrödinger bridge on a graph moves mass between two distributions while charging a cost for the states visited.
Provenance
Discovered via ArXiv and published by ArXiv.
Key Claims
Original description
The generalized Schrödinger bridge on a graph moves mass between two distributions while charging a cost for the states visited. It has been approached by learning the rates of a controlled continuous-time Markov chain, with a temporal-difference penalty that restores the cost. A state cost folds into the reference process as a Feynman-Kac tilt. The cost-augmented bridge is then a plain bridge against the tilted reference, and the penalty is unnecessary. The bridge is computed exactly by alternating two endpoint rescalings, each one sparse matrix-exponential application; nothing is discretized...
Discovered via ArXiv
Research papers and preprints from arXiv.
Publisher: arxiv.org
ID: http://arxiv.org/abs/2610.02195v1 · Indexed about 1 hour ago