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Multi-marginal Optimal Transport (mOT), a generalization of OT, aims at minimizing the integral of a cost function with respect to a distribution with some prescribed marginals. In this paper, we consider an entropic version of mOT with a…

Machine Learning · Statistics 2023-10-31 Maxence Noble , Valentin De Bortoli , Arnaud Doucet , Alain Durmus

Estimation of parameters of a diffusion based on discrete time observations poses a difficult problem due to the lack of a closed form expression for the likelihood. From a Bayesian computational perspective it can be casted as a missing…

Computation · Statistics 2017-05-30 Frank van der Meulen , Moritz Schauer

Recent diffusion probabilistic models (DPM) in the field of pansharpening have been gradually gaining attention and have achieved state-of-the-art (SOTA) performance. In this paper, we identify shortcomings in directly applying DPMs to the…

Computer Vision and Pattern Recognition · Computer Science 2024-04-18 Zihan Cao , Xiao Wu , Liang-Jian Deng

Controlling the evolution of a many-body stochastic system from a disordered reference state to a structured target ensemble, characterized empirically through samples, arises naturally in non-equilibrium statistical mechanics and…

Statistical Mechanics · Physics 2026-04-10 Haiqian Yang , Vishaal Krishnan , Sumit Sinha , L. Mahadevan

Modern methods of generative modelling and unpaired data translation based on Schr\"odinger bridges and stochastic optimal control theory aim to transform an initial density to a target one in an optimal way. In the present paper, we assume…

Machine Learning · Computer Science 2026-03-24 Nikita Puchkin , Denis Suchkov , Alexey Naumov , Denis Belomestny

Stochastic processes of bridge types having pinned initial and terminal conditions have been widely used in applied research areas, but they all have a common drawback in that the model at hand is possibly misspecified owing to its…

Probability · Mathematics 2025-12-09 Hidekazu Yoshioka

Diffusion models (DMs) represent state-of-the-art generative models for continuous inputs. DMs work by constructing a Stochastic Differential Equation (SDE) in the input space (ie, position space), and using a neural network to reverse it.…

Machine Learning · Computer Science 2024-05-14 Tianrong Chen , Jiatao Gu , Laurent Dinh , Evangelos A. Theodorou , Joshua Susskind , Shuangfei Zhai

We present a general framework for Bayesian estimation of incompletely observed multivariate diffusion processes. Observations are assumed to be discrete in time, noisy and incomplete. We assume the drift and diffusion coefficient depend on…

Methodology · Statistics 2019-02-04 Frank van der Meulen , Moritz Schauer

The dynamical formulation of the optimal transport can be extended through various choices of the underlying geometry (kinetic energy), and the regularization of density paths (potential energy). These combinations yield different…

Machine Learning · Computer Science 2024-07-04 Kirill Neklyudov , Rob Brekelmans , Alexander Tong , Lazar Atanackovic , Qiang Liu , Alireza Makhzani

Metasurface inverse design is challenged by the intricate relationship between structural parameters and electromagnetic responses, as well as the high dimensionality of the optimization space. Local models, while commonly employed, quickly…

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…

Machine Learning · Statistics 2025-07-23 Minglei Yang , Yanfang Liu , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang

This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…

Machine Learning · Statistics 2025-06-25 Galen Reeves , Henry D. Pfister

The integration of Diffusion Models into Intelligent Transportation Systems (ITS) is a substantial improvement in the detection of accidents. We present a novel hybrid model integrating guidance classification with diffusion techniques. By…

Computer Vision and Pattern Recognition · Computer Science 2025-10-07 Siva Sai , Saksham Gupta , Vinay Chamola , Rajkumar Buyya

Image-to-image translation is an important and challenging problem in computer vision and image processing. Diffusion models (DM) have shown great potentials for high-quality image synthesis, and have gained competitive performance on the…

Computer Vision and Pattern Recognition · Computer Science 2023-03-24 Bo Li , Kaitao Xue , Bin Liu , Yu-Kun Lai

Adversarial diffusion and diffusion-inversion methods have advanced unpaired image-to-image translation, but each faces key limitations. Adversarial approaches require target-domain adversarial loss during training, which can limit…

Computer Vision and Pattern Recognition · Computer Science 2026-02-19 Jiaming Liu , Felix Petersen , Yunhe Gao , Yabin Zhang , Hyojin Kim , Akshay S. Chaudhari , Yu Sun , Stefano Ermon , Sergios Gatidis

Emerging applications of machine learning in numerous areas involve continuous gathering of and learning from streams of data. Real-time incorporation of streaming data into the learned models is essential for improved inference in these…

Machine Learning · Computer Science 2020-12-01 Matthew Nokleby , Haroon Raja , Waheed U. Bajwa

Flow and bridge matching are a novel class of processes which encompass diffusion models. One of the main aspect of their increased flexibility is that these models can interpolate between arbitrary data distributions i.e. they generalize…

Machine Learning · Computer Science 2023-11-14 Valentin De Bortoli , Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou , Weilie Nie

We propose self-diffusion, a novel framework for solving inverse problems without relying on pretrained generative models. Traditional diffusion-based approaches require training a model on a clean dataset to learn to reverse the forward…

Machine Learning · Computer Science 2025-12-09 Guanxiong Luo , Shoujin Huang , Yanlong Yang

In this paper we describe a novel framework for diffusion-based generative modeling on constrained spaces. In particular, we introduce manual bridges, a framework that expands the kinds of constraints that can be practically used to form…

Machine Learning · Computer Science 2025-02-28 Saeid Naderiparizi , Xiaoxuan Liang , Berend Zwartsenberg , Frank Wood

This paper introduces a novel deep-learning-based approach for numerical simulation of a time-evolving Schr\"odinger equation inspired by stochastic mechanics and generative diffusion models. Unlike existing approaches, which exhibit…

Machine Learning · Computer Science 2024-09-19 Elena Orlova , Aleksei Ustimenko , Ruoxi Jiang , Peter Y. Lu , Rebecca Willett
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