Diffusion Schrödinger Bridges for Bayesian Computation-Reference-Cited by-同舟云学术

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Diffusion Schrödinger Bridges for Bayesian Computation

Published:2024-02-01 Issue:1 Volume:39 Page:
ISSN:0883-4237
Container-title:Statistical Science
language:
Short-container-title:Statist. Sci.

Author:

Heng Jeremy¹,De Bortoli Valentin²,Doucet Arnaud³

Affiliation:

1. Jeremy Heng is Assistant Professor, ESSEC Business School, Singapore 139408, Singapore

2. Valentin De Bortoli is Research Scientist, Center for Sciences of Data, ENS Ulm, Paris, France

3. Arnaud Doucet is Professor, Department of Statistics, University of Oxford, Oxford OX1 3LB, UK

Publisher

Institute of Mathematical Statistics

Reference67 articles.

1. KULLBACK, S. (1968). Probability densities with given marginals. Ann. Math. Stat. 39 1236–1243.

2. LÉONARD, C. (2012). From the Schrödinger problem to the Monge–Kantorovich problem. J. Funct. Anal. 262 1879–1920.

3. MIKAMI, T. (2004). Monge’s problem with a quadratic cost by the zero-noise limit of h-path processes. Probab. Theory Related Fields 129 245–260.

4. RÜSCHENDORF, L. (1995). Convergence of the iterative proportional fitting procedure. Ann. Statist. 23 1160–1174.

5. DEMING, W. E. and STEPHAN, F. F. (1940). On a least squares adjustment of a sampled frequency table when the expected marginal totals are known. Ann. Math. Stat. 11 427–444.

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