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Conditional generative models represent a significant advancement in the field of machine learning, allowing for the controlled synthesis of data by incorporating additional information into the generation process. In this work we introduce…

Machine Learning · Statistics 2024-09-27 Hanwen Huang

Diffusion models have become the go-to method for large-scale generative models in real-world applications. These applications often involve data distributions confined within bounded domains, typically requiring ad-hoc thresholding…

Machine Learning · Statistics 2024-01-09 Wei Deng , Yu Chen , Nicole Tianjiao Yang , Hengrong Du , Qi Feng , Ricky T. Q. Chen

Denoising diffusion models are a novel class of generative models that have recently become extremely popular in machine learning. In this paper, we describe how such ideas can also be used to sample from posterior distributions and, more…

Computation · Statistics 2023-08-29 Jeremy Heng , Valentin De Bortoli , Arnaud Doucet

Diffusion models are powerful generative models that map noise to data using stochastic processes. However, for many applications such as image editing, the model input comes from a distribution that is not random noise. As such, diffusion…

Computer Vision and Pattern Recognition · Computer Science 2023-12-06 Linqi Zhou , Aaron Lou , Samar Khanna , Stefano Ermon

The dynamic Schr\"odinger bridge problem provides an appealing setting for solving constrained time-series data generation tasks posed as optimal transport problems. It consists of learning non-linear diffusion processes using efficient…

Machine Learning · Computer Science 2023-11-27 Ella Tamir , Martin Trapp , Arno Solin

At the core of modern generative modeling frameworks, including diffusion models, score-based models, and flow matching, is the task of transforming a simple prior distribution into a complex target distribution through stochastic paths in…

Machine Learning · Computer Science 2026-03-20 Sophia Tang

We consider the problem of sampling from an unknown distribution for which only a sufficiently large number of training samples are available. Such settings have recently drawn considerable interest in the context of generative modelling…

Machine Learning · Statistics 2024-10-24 Georg A. Gottwald , Fengyi Li , Youssef Marzouk , Sebastian Reich

This paper introduces a novel theoretical simplification of the Diffusion Schr\"odinger Bridge (DSB) that facilitates its unification with Score-based Generative Models (SGMs), addressing the limitations of DSB in complex data generation…

Machine Learning · Computer Science 2024-10-30 Zhicong Tang , Tiankai Hang , Shuyang Gu , Dong Chen , Baining Guo

We study generative modeling for time series using entropic optimal transport and the Schr\"odinger bridge (SB) framework, with a focus on applications in finance and energy modeling. Extending the diffusion-based approach of Hamdouche,…

Mathematical Finance · Quantitative Finance 2026-02-24 Stefano De Marco , Huyên Pham , Davide Zanni

Denoising diffusion models have gained popularity as a generative modeling technique for producing high-quality and diverse images. Applying these models to downstream tasks requires conditioning, which can take the form of text, class…

Computer Vision and Pattern Recognition · Computer Science 2023-06-06 Alexandros Graikos , Srikar Yellapragada , Dimitris Samaras

Generating samples from a probability distribution is a fundamental task in machine learning and statistics. This article proposes a novel scheme for sampling from a distribution for which the probability density $\mu({\bf x})$ for ${\bf…

Computation · Statistics 2024-05-22 Hanwen Huang

Diffusion models break down the challenging task of generating data from high-dimensional distributions into a series of easier denoising steps. Inspired by this paradigm, we propose a novel approach that extends the diffusion framework…

Computer Vision and Pattern Recognition · Computer Science 2024-10-08 Eslam Abdelrahman , Liangbing Zhao , Vincent Tao Hu , Matthieu Cord , Patrick Perez , Mohamed Elhoseiny

Offline planning often struggles with poor sampling efficiency as it tries to learn policies from scratch. Especially with diffusion models, such cold start practices mean that both training and sampling become very expensive. We…

Robotics · Computer Science 2024-06-19 Adarsh Srivastava

This paper aims to conduct a comprehensive theoretical analysis of current diffusion models. We introduce a novel generative learning methodology utilizing the Schr{\"o}dinger bridge diffusion model in latent space as the framework for…

Machine Learning · Statistics 2024-12-24 Yuling Jiao , Lican Kang , Huazhen Lin , Jin Liu , Heng Zuo

Schr\"odinger bridges (SBs) provide an elegant framework for modeling the temporal evolution of populations in physical, chemical, or biological systems. Such natural processes are commonly subject to changes in population size over time…

Machine Learning · Computer Science 2023-06-16 Matteo Pariset , Ya-Ping Hsieh , Charlotte Bunne , Andreas Krause , Valentin De Bortoli

Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE),…

Machine Learning · Statistics 2023-04-06 Valentin De Bortoli , James Thornton , Jeremy Heng , Arnaud Doucet

The dynamic Schr\"odinger bridge problem seeks a stochastic process that defines a transport between two target probability measures, while optimally satisfying the criteria of being closest, in terms of Kullback-Leibler divergence, to a…

Machine Learning · Statistics 2023-12-25 Stefano Peluchetti

Recently, diffusion-based generative models have demonstrated remarkable performance in speech enhancement tasks. However, these methods still encounter challenges, including the lack of structural information and poor performance in low…

Audio and Speech Processing · Electrical Eng. & Systems 2024-09-16 Siyi Wang , Siyi Liu , Andrew Harper , Paul Kendrick , Mathieu Salzmann , Milos Cernak

We present a method to downscale idealized geophysical fluid simulations using generative models based on diffusion maps. By analyzing the Fourier spectra of images drawn from different data distributions, we show how one can chain together…

Machine Learning · Computer Science 2023-05-04 Tobias Bischoff , Katherine Deck

We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…

Computation · Statistics 2025-06-19 Jeremy Heng , Valentin De Bortoli , Arnaud Doucet , James Thornton
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