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Multi-marginal Schrödinger Bridges with Iterative Reference Refinement

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Codebase for Multi-marginal Schrödinger Bridges with Iterative Reference Refinement

Code for Shen, Yunyi*, Renato Berlinghieri*, and Tamara Broderick. "Multi-marginal Schrödinger Bridges with Iterative Reference." arXiv preprint arXiv:2408.06277 (2024). *:equal contribution

Structure

There are two main folders in this repo, Notebook and package. In the package we implmented our method as a python package SBIRR to be installed. After installation one can run experiments in Notebook

Environment

To run our code we suggest the following procedure.

  1. Create a virtual environment with Python version Python 3.8.16, e.g., in conda conda create -n "sbirr" python=3.8.16 ipython and activate conda activate sbirr
  2. Install all dependencies needed from requirements.txt, by running pip install -r requirements.txt
  3. Install our package SBIRR by running pip install ./package

Then, to reproduce our experiment, run notebooks in Notebooks

Experiments

Experiments using our method is written in noteboos in Notebooks folder, with name of each notebook being the experimental dataset. All cleaned data is in Notebooks/data

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