Direct Estimation of Schr\”odinger Bridge Time-Series Drifts: Finite-Sample, Asymptotic, and Adaptive Guarantees
arXiv:2605.05432v1 Announce Type: cross
Abstract: We study nonparametric estimation of Schr\”odinger bridge (SB) drifts from i.i.d.\ data observed on a single time interval. Starting from the conditional-ratio form of the Schr\”odinger bridge time-ser…