Diffusion models are a powerful class of generative models which simulate stochastic differential equations (SDEs) to generate data from noise. Although diffusion models have achieved remarkable progress in recent years, they have limitations in the unpaired image-to-image translation tasks due to the Gaussian prior assumption. Schr\"odinger Bridge (SB), which learns an SDE to translate between two arbitrary distributions, have risen as an attractive solution to this problem. However, none of SB models so far have been successful at unpaired translation between high-resolution images. In this work, we propose the Unpaired Neural Schr\"odinger Bridge (UNSB), which combines SB with adversarial training and regularization to learn a SB between unpaired data. We demonstrate that UNSB is scalable, and that it successfully solves various unpaired image-to-image translation tasks. Code: \url{https://github.com/cyclomon/UNSB}
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