Topic: 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