Stochastic Interpolants in Hilbert Spaces
Abstract
Although diffusion models have successfully extended to function-valued data, stochastic interpolants -- which offer a flexible way to bridge arbitrary distributions -- remain limited to finite-dimensional settings. This work bridges this gap by establishing a rigorous framework for stochastic interpolants in infinite-dimensional Hilbert spaces. We provide comprehensive theoretical foundations, including proofs of well-posedness and explicit error bounds. We demonstrate the effectiveness of the proposed framework for conditional generation, focusing particularly on complex PDE-based benchmarks. By enabling generative bridges between arbitrary functional distributions, our approach achieves state-of-the-art results, offering a powerful, general-purpose tool for scientific discovery.
Cite
@article{arxiv.2602.01988,
title = {Stochastic Interpolants in Hilbert Spaces},
author = {James Boran Yu and RuiKang OuYang and Julien Horwood and José Miguel Hernández-Lobato},
journal= {arXiv preprint arXiv:2602.01988},
year = {2026}
}
Comments
8 pages, 1 figure, 2 tables