# Schr"odinger bridge problem via empirical risk minimization

arXiv: https://arxiv.org/abs/2602.08374 · HTML: https://mlsanity.com/paper/2602.08374/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 12 of its 19 references that are in the map.
- First posted on arXiv 9 Feb 2026.

## Builds on (most cited first, 12 of 12)

- [Optuna: A Next-generation Hyperparameter Optimization Framework](https://mlsanity.com/paper/1907.10902/) (2019)
- [Sinkhorn Distances: Lightspeed Computation of Optimal Transportation Distances](https://mlsanity.com/paper/1306.0895/) (2013)
- [Improving and generalizing flow-based generative models with minibatch optimal transport](https://mlsanity.com/paper/2302.00482/) (2023)
- [Computational Optimal Transport](https://mlsanity.com/paper/1803.00567/) (2018)
- [Diffusion Schr"odinger Bridge with Applications to Score-Based Generative Modeling](https://mlsanity.com/paper/2106.01357/) (2021)
- [A survey of the Schr"odinger problem and some of its connections with optimal transport](https://mlsanity.com/paper/1308.0215/) (2013)
- [How to train your neural ODE: the world of Jacobian and kinetic regularization](https://mlsanity.com/paper/2002.02798/) (2020)
- [TrajectoryNet: A Dynamic Optimal Transport Network for Modeling Cellular Dynamics](https://mlsanity.com/paper/2002.04461/) (2020)
- [Entropic and displacement interpolation: a computational approach using the Hilbert metric](https://mlsanity.com/paper/1506.04255/) (2015)
- [Quantitative contraction rates for Sinkhorn's algorithm: beyond bounded costs and compact marginals](https://mlsanity.com/paper/2304.04451/) (2023)
- [Non-asymptotic convergence bounds for Sinkhorn iterates and their gradients: a coupling approach](https://mlsanity.com/paper/2304.06549/) (2023)
- [Tight Bounds for Schr"odinger Potential Estimation in Unpaired Data Translation](https://mlsanity.com/paper/2508.07392/) (2025)

## Abstract (arXiv)

We study the Schr"odinger bridge problem when the endpoint distributions are available only through samples. Classical computational approaches estimate Schr"odinger 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 Schr"odinger 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.