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Schrodinger Bridges (SBs) are diffusion processes that steer, in finite time, a given initial distribution to another final one while minimizing a suitable cost functional. Although various methods for computing SBs have recently been…

Machine Learning · Computer Science 2025-10-15 George Rapakoulias , Ali Reza Pedram , Fengjiao Liu , Lingjiong Zhu , Panagiotis Tsiotras

Generating samples from limited information is a fundamental problem across scientific domains. Classical maximum entropy methods provide principled uncertainty quantification from moment constraints but require sampling via MCMC or…

In a recent article, Krapivsky and Redner (J. Stat. Mech. 093208 (2018)) established that the distribution of the first hitting times for a diffusing particle subject to hitting an absorber is independent of the direction of the external…

Statistical Mechanics · Physics 2020-01-29 Coline Larmier , Alain Mazzolo , Andrea Zoia

We present a concise, self-contained derivation of diffusion-based generative models. Starting from basic properties of Gaussian distributions (densities, quadratic expectations, re-parameterisation, products, and KL divergences), we…

Machine Learning · Computer Science 2025-11-18 Sepehr Maleki , Negar Pourmoazemi

Generative flows are promising tractable models for density modeling that define probabilistic distributions with invertible transformations. However, tractability imposes architectural constraints on generative flows, making them less…

Machine Learning · Statistics 2020-07-23 Jianfei Chen , Cheng Lu , Biqi Chenli , Jun Zhu , Tian Tian

Transport-based methods have emerged as a leading paradigm for building generative models from large, clean datasets. However, in many scientific and engineering domains, clean data are often unavailable: instead, we only observe…

Machine Learning · Computer Science 2026-05-14 Chirag Modi , Jiequn Han , Eric Vanden-Eijnden , Joan Bruna

Deep stochastic processes have recently become a central paradigm for image enhancement, with many methods explicitly conditioning the stochastic trajectory on the degraded input. However, the relationship between these conditional…

Computer Vision and Pattern Recognition · Computer Science 2026-05-05 Wojciech Kozłowski , Radosław Kuczbański , Kamil Adamczewski , Karol Szczypkowski , Maciej Zięba

We propose a data-driven method to learn the time-dependent probability density of a multivariate stochastic process from sample paths, assuming that the initial probability density is known and can be evaluated. Our method uses a novel…

Machine Learning · Statistics 2025-06-19 Agnimitra Dasgupta , Javier Murgoitio-Esandi , Ali Fardisi , Assad A Oberai

We propose a unified, few-step generative modeling framework based on \emph{cumulative flow maps} for long-range transport in probability space, inspired by flow-map techniques for physical transport and dynamics. At its core is a…

Machine Learning · Computer Science 2026-05-06 Zhiqi Li , Duowen Chen , Yuchen Sun , Bo Zhu

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…

Mathematical Finance · Quantitative Finance 2019-12-02 Andrew Schaug , Harish Chandra

This paper presents a novel generative model to synthesize fluid simulations from a set of reduced parameters. A convolutional neural network is trained on a collection of discrete, parameterizable fluid simulation velocity fields. Due to…

Machine Learning · Computer Science 2019-09-05 Byungsoo Kim , Vinicius C. Azevedo , Nils Thuerey , Theodore Kim , Markus Gross , Barbara Solenthaler

Recent advancements in graph representation learning have shifted attention towards dynamic graphs, which exhibit evolving topologies and features over time. The increased use of such graphs creates a paramount need for generative models…

Machine Learning · Computer Science 2024-12-23 Ryien Hosseini , Filippo Simini , Venkatram Vishwanath , Henry Hoffmann

Data assimilation (DA) integrates observations with a dynamical model to estimate states of PDE-governed systems. Model-driven methods (e.g., Kalman, particle) presuppose full knowledge of the true dynamics, which is not always satisfied in…

Signal Processing · Electrical Eng. & Systems 2025-06-06 Siyi Chen , Yixuan Jia , Qing Qu , He Sun , Jeffrey A Fessler

We tackle the problem of sampling from intractable high-dimensional density functions, a fundamental task that often appears in machine learning and statistics. We extend recent sampling-based approaches that leverage controlled stochastic…

Machine Learning · Computer Science 2024-03-12 Dinghuai Zhang , Ricky T. Q. Chen , Cheng-Hao Liu , Aaron Courville , Yoshua Bengio

Deep generative models such as diffusion and flow matching are powerful machine learning tools capable of learning and sampling from high-dimensional distributions. They are particularly useful when the training data appears to be…

High Energy Physics - Phenomenology · Physics 2026-04-30 Zachary Bogorad , Ibrahim Elsharkawy , Yonatan Kahn , Andrew J. Larkoski , Noam Levi

We present a stochastic method for reconstructing missing spatial and velocity data along the trajectories of small objects passively advected by turbulent flows with a wide range of temporal or spatial scales, such as small balloons in the…

Fluid Dynamics · Physics 2024-11-14 Tianyi Li , Luca Biferale , Fabio Bonaccorso , Michele Buzzicotti , Luca Centurioni

We introduce Midpoint Generative Models (MGM), a principled framework for training one-step generative models. MGM is based on a simple symmetry of Flow Matching with linear interpolation: when the two endpoint distributions coincide, the…

Machine Learning · Computer Science 2026-05-29 Daniil Shlenskii , Nikita Gushchin , Lev Novitskiy , Dmitry V. Dylov , Alexander Korotin

Diffusion-based generative models have achieved promising results recently, but raise an array of open questions in terms of conceptual understanding, theoretical analysis, algorithm improvement and extensions to discrete, structured,…

Machine Learning · Computer Science 2022-09-01 Xingchao Liu , Lemeng Wu , Mao Ye , Qiang Liu

Recent advances in Image Restoration (IR) have been largely driven by generative methods such as Diffusion Models and Flow Matching, which excel in synthesizing realistic textures while suffering from slow multi-step inference and…

Computer Vision and Pattern Recognition · Computer Science 2026-05-21 Yi Liu , Jia Ma , Wengen Li , Jihong Guan , Shuigeng Zhou , Yichao Zhang

Flow matching models typically use linear interpolants to define the forward/noise addition process. This, together with the independent coupling between noise and target distributions, yields a vector field which is often non-straight.…

Machine Learning · Computer Science 2025-03-27 Shiv Shankar , Tomas Geffner