SchrodingerBridges: SchrodingerBridges package

Description Details Author(s)

Description

Numerical implementation of Schrodinger bridges

Details

This package implements the iterated proportional fitting procedure to approximate Schrodinger bridges.

Author(s)

Jeremy Heng <jeremyhengjm@gmail.com>


jeremyhengjm/SchrodingerBridges documentation built on May 13, 2019, 12:07 p.m.