Schrödinger bridge and Trajectory Inference (Part 1)


Event details

Date 16.03.2023
Hour 14:0015:00
Speaker Chizat Lénaic (EPFL)  
Bernoulli Center
Category Conferences - Seminars
Event Language English

We consider statistical and computation methods to infer trajectories of a stochastic process from snapshots of its temporal marginals. This problem arises for instance in the analysis of single cell RNA-sequencing data. The goal of these lectures is to present and understand the estimator proposed by [Lavenant et al. 2020] which searches for the diffusion process that fits the observations with minimal entropy relative to a Wiener process. This estimator comes with consistency guarantees—for a suitable class of ground truth processes—and lends itself to computational methods with global optimality guarantees. Its analysis is the occasion to review important tools from entropic optimal transport — aka the Schrödinger bridge problem.

Practical information

  • General public
  • Free


  • Prof. Xue-Mei Li


Working Seminar

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