Diffusion Approximation to Schrödinger Bridges on Manifolds
Speaker:
Garrett Mulcahy, University of Washington, Seattle
Date and Time:
Thursday, November 6, 2025 - 3:30pm to 3:40pm
Location:
Fields Institute, Room 230
Abstract:
We present a collection of explicit diffusion approximations to small temperature Schrödinger bridges. In the case when both marginals are the same, the setting we consider includes manifold-valued diffusions and Schrödinger bridges computed with respect to reversible reference diffusions. By choosing the underlying space to be a Hessian manifold, this approach gives an explicit diffusion approximation to the Euclidean Schrödinger bridge with different marginals. Joint work with Soumik Pal.

