Probability distributions

Optimal transport is a mathematical method to define a distance between probability distributions. This is particularly useful in various domains, including physics, biology, machine learning, and economics, among others. After introducing the Optimal Transport (OT) problem at finite temperature, we show how it can be formulated as a statistical physics problem. This approach allows us to derive very efficient algorithms to effectively compute the distance between two probability distributions. The a priori unrelated Schrödinger bridge (SB) problem is presented, and it is shown to be a dynamic

Efficient planning in complex environments requires that uncertainty associated with current inferences and possible consequences of forthcoming actions is represented. Representation of uncertainty has been established in sensory systems during simple perceptual decision making tasks but it remains unclear if complex cognitive computations such as planning and navigation are also supported by probabilistic neural representations. The statistical structure of the sequential neural activity during theta oscillation in the hippocampus is consistent with repeatedly performing inference of current