We study nonparametric estimation of Schrödinger bridge (SB) drifts from i.i.d.\ data observed on a single time interval. Starting from the conditional-ratio form of the Schrödinger bridge time-series (SBTS) drift formula, we analyze a direct Nadaraya--Watson plug-in estimator built from kernelized numerator and denominator terms. Unlike recent SB analyses based on entropic-OT potentials, Sinkhorn iterations, or iterative bridge solvers, our approach works directly at the drift level and isolates \emph{statistical error} from optimization, approximation, and discretization error. Under Hölder regularity, a marginal-density floor, and bounded support, we prove a uniform non-asymptotic bound for admissible bandwidth pairs, a pointwise CLT under genuine undersmoothing, and an adaptive bandwidth selector satisfying an oracle inequality. We also prove a pivot-local minimax lower bound which, through an explicit uniform pivot, yields a global minimax lower bound under transparent compatibility conditions; hence the adaptive selector is minimax-rate optimal up to logarithmic factors. Synthetic experiments provide theorem-targeted diagnostics for finite-sample scaling, Gaussian approximation, and adaptive behavior.

Our experiments in Section 3 and Section 4 were conducted with an adversary who has side informa-684 tion about the target point. Here, we reduce the amount of background knowledge the adversary has685 about the target, and measure how this affects the reconstruction upper bound and attack success.686 We do this in the following set-up: Given a target z, we initialize our reconstruction from uniform687 noise and optimize with the gradient-based reconstruction attack introduced in Section 2 to produce688 ˆz.

We first verify the statement for the terminal state f. Observe that at the terminal state f, regardless of the action taken, the next state is always f and the reward is always 0. Hence Q h(f,) = V h(f) = 0 for all h [H]. Thus Q h(f,) = hφ(f,),v(a)i= 0. We now verify realizability for other states via induction on h = H,H 1,,1. Next, note that h, (2) follows from (1). In other words, (1) implies that a is always the optimal action.

Transformer architectures have achieved remarkable empirical success in modeling contextual relationships in natural language, yet a precise mathematical characterization of their expressive power remains incomplete. In this work, we introduce a measure-theoretic framework for contextual representations in which texts are modeled as probability measures over a semantic embedding space, and contextual relations between words, are represented as coupling measures between them. Within this setting, we introduce Sinkhorn Transformer, a transformer-like architecture. Our main result is a universal approximation theorem: any continuous coupling function between probability measures, that encodes the semantic relation coupling measure, can be uniformly approximated by a Sinkhorn Transformer with appropriate parameters.

We provide the definitions of important terms used throughout the paper. Assumption 2.3 when the demand distribution is exponential. Note that Lemma B.1 implies that In the following result, we show that there exist appropriate constants such that prior distribution satisfies Assumption 2.3 when the demand distribution is a multivariate Gaussian with unknown The proof is a direct consequence of Theorem 3.2, Lemmas B.6, B.7, B.8, B.9, and Proposition 3.2. Theorem 6.19] the prior induced by Assumption 2.2 is a direct consequence of Assumption 2.4 and 2.5 are straightforward to satisfy since the model risk function Lemma B.13. F or a given Using the result above together with Proposition 3.2 implies that the RSVB posterior converges at C.1 Alternative derivation of LCVB We present the alternative derivation of LCVB. We prove our main result after a series of important lemmas.

We compute the convergence rates of the RSVB approximate posterior and the corresponding optimal value.

We minimize over convex functions the maximum (over Wasserstein perturbations of the empirical measure) of the absolute regression errors.