Schrödinger Bridges: Old and New - Part 2 of 2

In this second part of a two-part lecture series, Professor Tryphon Georgiou from the University of California, Irvine explores the advanced concepts of Schrödinger Bridges at IPAM's Non-commutative Optimal Transport Tutorials. Delve into the non-commutative counterparts of Schrödinger Bridges and their potential applications, building upon the classical theory presented in part one. Learn how Erwin Schrödinger's 1931 paper on "the Reversal of the Laws of Nature" connected concepts including relative entropy between probability laws, likelihood estimation, large deviations theory, stochastic optimization, and Monge-Kantorovich optimal mass transport. This comprehensive lecture, recorded on March 12, 2025, completes the overview of both classical applications and non-commutative settings of Schrödinger Bridges, providing valuable insights for researchers and students in applied mathematics.