Schrödinger bridge problem via empirical risk minimization

We study the Schrödinger bridge problem when the endpoint distributions are available only through samples. Classical computational approaches estimate Schrödinger potentials via Sinkhorn iterations on empirical measures and then construct a time-inhomogeneous drift by differentiating a kernel-smoothed dual solution. In contrast, we propose a learning-theoretic route: we rewrite the Schrödinger system in terms of a single positive transformed potential that satisfies a nonlinear fixed-point equation and estimate this potential by empirical risk minimization over a function class. We establish uniform concentration of the empirical risk around its population counterpart under sub-Gaussian assumptions on the reference kernel and terminal density. We plug the learned potential into a stochastic control representation of the bridge to generate samples. We illustrate performance of the suggested approach with numerical experiments.

Tight Bounds for Schrödinger Potential Estimation in Unpaired Image-to-Image Translation Problems

Modern methods of generative modelling and unpaired image-to-image translation based on Schr\"odinger bridges and stochastic optimal control theory aim to transform an initial density to a target one in an optimal way. In the present paper, we assume that we only have access to i.i.d. samples from initial and final distributions. This makes our setup suitable for both generative modelling and unpaired image-to-image translation. Relying on the stochastic optimal control approach, we choose an Ornstein-Uhlenbeck process as the reference one and estimate the corresponding Schr\"odinger potential. Introducing a risk function as the Kullback-Leibler divergence between couplings, we derive tight bounds on generalization ability of an empirical risk minimizer in a class of Schr\"odinger potentials including Gaussian mixtures. Thanks to the mixing properties of the Ornstein-Uhlenbeck process, we almost achieve fast rates of convergence up to some logarithmic factors in favourable scenarios. We also illustrate performance of the suggested approach with numerical experiments.