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We study the problem of identifying an optimal coupling between input-output distributional data generated by a causal dynamical system. The coupling is required to satisfy prescribed marginal distributions and a causality constraint…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Daran Xu , Amirhossein Taghvaei

We develop a quantitative contraction framework for Schrodinger and Sinkhorn bridges based on transportation-cost inequalities and Riccati matrix difference equations. Our approach combines logarithmic Sobolev and Talagrand-type…

Optimization and Control · Mathematics 2026-01-21 Pierre Del Moral

The Schr\"odinger bridge problem (SBP) is gaining increasing attention in generative modeling and showing promising potential even in comparison with the score-based generative models (SGMs). SBP can be interpreted as an entropy-regularized…

Resampling from a target measure whose density is unknown is a fundamental problem in mathematical statistics and machine learning. A setting that dominates the machine learning literature consists of learning a map from an easy-to-sample…

Machine Learning · Computer Science 2026-02-24 Leticia Mattos Da Silva , Silvia Sellán , Francisco Vargas , Justin Solomon

We study stochastic density control between Gaussian-mixture endpoint distributions under Brownian prior dynamics. Since the direct Schr\"odinger bridge between Gaussian mixtures is generally not available in closed form, we introduce a…

Optimization and Control · Mathematics 2026-05-26 Siddhartha Ganguly , George Rapakoulias , Panagiotis Tsiotras

The Lambert problem originated in orbital mechanics. It concerns with determining the initial velocity for a boundary value problem involving the dynamical constraint due to gravitational potential with additional time horizon and endpoint…

Optimization and Control · Mathematics 2024-10-04 Alexis M. H. Teter , Iman Nodozi , Abhishek Halder

The Schr\"{o}dinger Bridge Problem (SBP), which can be understood as an entropy-regularized optimal transport, seeks to compute stochastic dynamic mappings connecting two given distributions. SBP has shown significant theoretical importance…

Optimization and Control · Mathematics 2025-03-25 Yang Jing , Lei Li , Jingtong Zhang

For a fixed flow-based generative model under a small inference budget, sample quality can depend strongly on where the sampler spends its few function evaluations. Flow matching and Schr\"odinger bridges define probability paths, yet their…

Machine Learning · Computer Science 2026-05-18 Bruno Trentini , Dejan Stancevic , Michael M. Bronstein , Alexander Tong , Luca Ambrogioni

We study large random matrices with i.i.d. entries conditioned to have prescribed row and column sums (margins), a problem connected to relative entropy minimization, Schr\"odinger bridges, contingency tables, and random graphs with given…

Probability · Mathematics 2025-07-02 Hanbaek Lyu , Sumit Mukherjee

In static classical statistical systems the problem of information transport from a boundary to the bulk finds a simple description in terms of wave functions or density matrices. While the transfer matrix formalism is a type of Heisenberg…

Quantum Physics · Physics 2018-05-09 C. Wetterich

Probablistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for a…

Quantum Physics · Physics 2007-05-23 P. Garbaczewski

We consider the problem of steering a linear stochastic system between two end-point degenerate Gaussian distributions in finite time. This accounts for those situations in which some but not all of the state entries are uncertain at the…

Optimization and Control · Mathematics 2020-06-18 Valentina Ciccone , Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

Leveraging connections between diffusion-based sampling, optimal transport, and stochastic optimal control through their shared links to the Schr\"odinger bridge problem, we propose novel objective functions that can be used to transport…

Machine Learning · Statistics 2024-10-11 Qijia Jiang , David Nabergoj

The unbalanced Schr\"odinger bridge problem (uSBP) seeks to interpolate between a probability measure $\rho_0$ and a sub-probability measure $\rho_T$ while minimizing KL divergence to a reference measure $\mathbf{R}$ on a path space. In…

Probability · Mathematics 2025-12-16 Andrei Zlotchevski , Linan Chen

Many natural dynamic processes -- such as in vivo cellular differentiation or disease progression -- can only be observed through the lens of static sample snapshots. While challenging, reconstructing their temporal evolution to decipher…

Machine Learning · Computer Science 2025-12-08 Thomas Gravier , Thomas Boyer , Auguste Genovesio

Quantum technology is seeing a remarkable explosion in interest due to a wave of successful commercial technology. As a wider array of engineers and scientists are needed, it is time we rethink quantum educational paradigms. Current…

Popular Physics · Physics 2020-03-23 James Daniel Whitfield

We characterize the Schr\"odinger bridge problems by a family of Mckean-Vlasov stochastic control problems with no terminal time distribution constraint. In doing so, we use the theory of Hilbert space embeddings of probability measures and…

Optimization and Control · Mathematics 2025-12-10 Yumiharu Nakano

A new approach to the steering problem for quantum systems relying on Nelson's stochastic mechanics and on the theory of Schroedinger bridges is presented. The method is illustrated by working out a simple Gaussian example.

Quantum Physics · Physics 2007-05-23 A. Beghi , A. Ferrante , M. Pavon

The Schr\"odinger bridge problem (SBP) aims at finding the measure $\hat{\mathbf{P}}$ on a certain path space which possesses the desired state-space distributions $\rho_0$ at time $0$ and $\rho_T$ at time $T$ while minimizing the KL…

Probability · Mathematics 2025-11-11 Andrei Zlotchevski , Linan Chen

We present a collection of explicit diffusion approximations to small temperature Schr\"{o}dinger bridges on manifolds. Our most precise results are when both marginals are the same and the Schr\"{o}dinger bridge is on a manifold with a…

Probability · Mathematics 2025-12-23 Garrett Mulcahy , Soumik Pal