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Related papers: Aligned Diffusion Schr\"odinger Bridges

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Recent advances in diffusion bridge models leverage Doob's $h$-transform to establish fixed endpoints between distributions, demonstrating promising results in image translation and restoration tasks. However, these approaches frequently…

Computer Vision and Pattern Recognition · Computer Science 2025-06-09 Kaizhen Zhu , Mokai Pan , Yuexin Ma , Yanwei Fu , Jingyi Yu , Jingya Wang , Ye Shi

We consider the Schr\"odinger bridge problem which, given ensemble measurements of the initial and final configurations of a stochastic dynamical system and some prior knowledge on the dynamics, aims to reconstruct the "most likely"…

Machine Learning · Statistics 2026-02-04 Stephen Y. Zhang , Michael P H Stumpf

Diffusion models (DMs), which enable both image generation from noise and inversion from data, have inspired powerful unpaired image-to-image (I2I) translation algorithms. However, they often require a larger number of neural function…

Computer Vision and Pattern Recognition · Computer Science 2024-11-25 Jeongsol Kim , Beomsu Kim , Jong Chul Ye

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 have recently emerged as a powerful class of generative models. They provide state-of-the-art results, not only for unconditional simulation, but also when used to solve conditional simulation problems arising in…

Machine Learning · Statistics 2022-06-28 Yuyang Shi , Valentin De Bortoli , George Deligiannidis , Arnaud Doucet

Diffusion model-based inverse problem solvers have shown impressive performance, but are limited in speed, mostly as they require reverse diffusion sampling starting from noise. Several recent works have tried to alleviate this problem by…

Computer Vision and Pattern Recognition · Computer Science 2023-10-26 Hyungjin Chung , Jeongsol Kim , Jong Chul Ye

In image generation, Schr\"odinger Bridge (SB)-based methods theoretically enhance the efficiency and quality compared to the diffusion models by finding the least costly path between two distributions. However, they are computationally…

Computer Vision and Pattern Recognition · Computer Science 2025-03-05 Xingyu Qiu , Mengying Yang , Xinghua Ma , Fanding Li , Dong Liang , Gongning Luo , Wei Wang , Kuanquan Wang , Shuo Li

Diffusion models (DMs) have become the dominant paradigm of generative modeling in a variety of domains by learning stochastic processes from noise to data. Recently, diffusion denoising bridge models (DDBMs), a new formulation of…

Machine Learning · Computer Science 2024-11-01 Guande He , Kaiwen Zheng , Jianfei Chen , Fan Bao , Jun Zhu

Generalized Schr\"odinger Bridges (GSBs) are a fundamental mathematical framework used to analyze the most likely particle evolution based on the principle of least action including kinetic and potential energy. In parallel to their…

Machine Learning · Statistics 2024-12-31 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

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…

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

Consider a reference Markov process with initial distribution $\pi_{0}$ and transition kernels $\{M_{t}\}_{t\in[1:T]}$, for some $T\in\mathbb{N}$. Assume that you are given distribution $\pi_{T}$, which is not equal to the marginal…

Computation · Statistics 2020-01-01 Espen Bernton , Jeremy Heng , Arnaud Doucet , Pierre E. Jacob

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

We study the problem of generating synthetic time series that reproduce both marginal distributions and temporal dynamics, a central challenge in financial machine learning. Existing approaches typically fail to jointly model drift and…

Machine Learning · Computer Science 2026-04-10 Alexandre Alouadi , Grégoire Loeper , Célian Marsala , Othmane Mazhar , Huyên Pham

This paper aims to unify Score-based Generative Models (SGMs), also known as Diffusion models, and the Schr\"odinger Bridge (SB) problem through three reparameterization techniques: Iterative Proportional Mean-Matching (IPMM), Iterative…

Computer Vision and Pattern Recognition · Computer Science 2025-08-26 Zhicong Tang , Tiankai Hang , Shuyang Gu , Dong Chen , Baining Guo

The Schr\"odinger Bridge (SB) is a powerful framework for solving generative modeling tasks such as unpaired domain translation. Most SB-related research focuses on continuous data space $\mathbb{R}^{D}$ and leaves open theoretical and…

Machine Learning · Computer Science 2025-08-19 Grigoriy Ksenofontov , Alexander Korotin

Despite the recent advances in the field of computational Schr\"odinger Bridges (SB), most existing SB solvers are still heavy-weighted and require complex optimization of several neural networks. It turns out that there is no principal…

Machine Learning · Computer Science 2024-03-20 Alexander Korotin , Nikita Gushchin , Evgeny Burnaev

We present simulation-free score and flow matching ([SF]$^2$M), a simulation-free objective for inferring stochastic dynamics given unpaired samples drawn from arbitrary source and target distributions. Our method generalizes both 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…

Image and Video Processing · Electrical Eng. & Systems 2024-07-08 Yuang Wang , Pengfei Jin , Siyeop Yoon , Matthew Tivnan , Quanzheng Li , Li Zhang , Dufan Wu

Stochastic flows of an advective-diffusive nature are ubiquitous in physical sciences. Of particular interest is the problem to reconcile observed marginal distributions with a given prior posed by E. Schrodinger in 1932/32 and known as the…

Mathematical Physics · Physics 2021-08-09 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon