Related papers: Solving Schr\"odinger Bridges via Maximum Likeliho…
The Schr\"odinger Bridge (SB) problem has become a fundamental tool in computational optimal transport and generative modeling. To address this problem, ideal methods such as Iterative Proportional Fitting and Iterative Markovian Fitting…
Understanding complex systems by inferring trajectories from sparse sample snapshots is a fundamental challenge in a wide range of domains, e.g., single-cell biology, meteorology, and economics. Despite advancements in Bridge and Flow…
We discuss a connection (and a proper place in this framework) of the unforced and deterministically forced Burgers equation for local velocity fields of certain flows, with probabilistic solutions of the so-called Schr\"{o}dinger…
Recent advances in flow-based generative modelling have provided scalable methods for computing the Schr\"odinger Bridge (SB) between distributions, a dynamic form of entropy-regularised Optimal Transport (OT) for the quadratic cost. The…
Score-based diffusion models are frequently employed as structural priors in inverse problems. However, their iterative denoising process, initiated from Gaussian noise, often results in slow inference speeds. The Image-to-Image…
Stochastic bridges are commonly used to impute missing data with a lower sampling rate to generate data with a higher sampling rate, while preserving key properties of the dynamics involved in an unbiased way. While the generation of…
Stochastic saddle point (SSP) problems are, in general, less studied compared to stochastic minimization problems. However, SSP problems emerge from machine learning (adversarial training, e.g., GAN, AUC maximization), statistics (robust…
Bayes' rule is widely regarded as the canonical prescription for belief updating. We show, however, that one can arbitrarily preserve pre-specified beliefs while appearing to perform Bayesian updates via "prior hacking": engineering a…
Although the Schr{\"o}dinger and Heisenberg pictures are equivalent formulations of quantum mechanics, simulations performed choosing one over the other can greatly impact the computational resources required to solve a problem. Here we…
The numerical quantification of the statistics of rare events in stochastic processes is a challenging computational problem. We present a sampling method that constructs an ensemble of stochastic trajectories that are constrained to have…
We address the problem of Schr\"odinger potential estimation, which plays a crucial role in modern generative modelling approaches based on Schr\"odinger bridges and stochastic optimal control for SDEs. Given a simple prior diffusion…
We consider an expected-value ranking and selection (R&S) problem where all k solutions' simulation outputs depend on a common parameter whose uncertainty can be modeled by a distribution. We define the most probable best (MPB) to be the…
In this work, we revisit the discrete-time Schr\"{o}dinger Bridge (SB) and Density Steering (DS) problems for Gaussian mixture model (GMM) boundary distributions. Building on the existing literature, we construct a set of feasible Markovian…
Scientists often want to make predictions beyond the observed time horizon of "snapshot" data following latent stochastic dynamics. For example, in time course single-cell mRNA profiling, scientists have access to cellular transcriptional…
We investigate the generative capabilities of the Schr\"odinger Bridge (SB) approach for time series. The SB framework formulates time series synthesis as an entropic optimal interpolation transport problem between a reference probability…
We propose to learn the time-varying stochastic computational resource usage of software as a graph structured Schr\"odinger bridge problem. In general, learning the computational resource usage from data is challenging because resources…
We investigate the kinetic Schr\"odinger problem, obtained considering Langevin dynamics instead of Brownian motion in Schr\"odinger's thought experiment. Under a quasilinearity assumption we establish exponential entropic turnpike…
Let $T$ be a tree space (or tree network) represented by a weighted tree with $t$ vertices, and $S$ be a set of $n$ stochastic points in $T$, each of which has a fixed location with an independent existence probability. We investigate two…
The reconstruction of physical fields from sparse measurements is pivotal in both scientific research and engineering applications. Traditional methods are increasingly supplemented by deep learning models due to their efficacy in…
Machine learning-based simulations, especially calorimeter simulations, are promising tools for approximating the precision of classical high energy physics simulations with a fraction of the generation time. Nearly all methods proposed so…