Nonlocal Mean Field Schr\"{o}dinger Bridge
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Nonlocal Mean Field Schr\"{o}dinger Bridge with Learned Interactions
Announce Type: cross Abstract: The Schr\"odinger Bridge Problem constructs a stochastic process that connects an initial distribution to a terminal distribution with minimum energy. This work considers its mean-field extension, the Mean-Field Schr\"odinger Bridge, for interacting particle systems. With nonlocal interactions, evaluating the resulting particle-dependent distributional terms can scale quadratically with the population size, which makes large-scale problems intractable.