Probability Seminar

Kengo Kato (Cornell University)
Schrodinger bridge problem: large deviations and statistical applications

Monday, December 1, 2025 - 4:00pm
Malott 406

I will first review dynamical and static Schrodinger problems and their connection with entropic optimal transport. I will then present large deviation results for Schrodinger bridges when the noise parameter tends to zero. Finally, I will discuss a few statistical applications of entropic optimal transport I've worked on.