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We propose a novel generative model for time series based on Schr{\"o}dinger bridge (SB) approach. This consists in the entropic interpolation via optimal transport between a reference probability measure on path space and a target measure…

Optimization and Control · Mathematics 2023-04-12 Mohamed Hamdouche , Pierre Henry-Labordere , Huyên Pham

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

Density ratio estimation is fundamental to tasks involving $f$-divergences, yet existing methods often fail under significantly different distributions or inadequately overlapping supports -- the density-chasm and the support-chasm…

Machine Learning · Computer Science 2025-11-04 Wei Chen , Shigui Li , Jiacheng Li , Junmei Yang , John Paisley , Delu Zeng

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 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

A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo and Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic…

Machine Learning · Computer Science 2025-10-10 Michael S. Albergo , Nicholas M. Boffi , Eric Vanden-Eijnden

We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…

Machine Learning · Computer Science 2023-11-02 Nikita Gushchin , Alexander Kolesov , Alexander Korotin , Dmitry Vetrov , Evgeny Burnaev

In recent advancements in proton therapy, MR-based treatment planning is gaining momentum to minimize additional radiation exposure compared to traditional CT-based methods. This transition highlights the critical need for accurate MR-to-CT…

Medical Physics · Physics 2024-07-02 Muheng Li , Xia Li , Sairos Safai , Damien Weber , Antony Lomax , Ye Zhang

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

Learning diffusion bridge models is easy; making them fast and practical is an art. Diffusion bridge models (DBMs) are a promising extension of diffusion models for applications in image-to-image translation. However, like many modern…

Machine Learning · Computer Science 2025-08-19 Nikita Gushchin , David Li , Daniil Selikhanovych , Evgeny Burnaev , Dmitry Baranchuk , Alexander Korotin

We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…

Systems and Control · Computer Science 2014-08-12 Yongxin Chen , Tryphon Georgiou , Michele Pavon

Sequential recommendation has attracted increasing attention due to its ability to accurately capture the dynamic changes in user interests. We have noticed that generative models, especially diffusion models, which have achieved…

Information Retrieval · Computer Science 2024-09-18 Wenjia Xie , Rui Zhou , Hao Wang , Tingjia Shen , Enhong Chen

Simulating trajectories of multi-particle systems on complex energy landscapes is a central task in molecular dynamics (MD) and drug discovery, but remains challenging at scale due to computationally expensive and long simulations. Previous…

Machine Learning · Computer Science 2025-11-11 Sophia Tang , Yinuo Zhang , Pranam Chatterjee

Imitation learning with diffusion models has advanced robotic control by capturing the multi-modal action distributions. However, existing methods typically treat observations only as high-level conditions to the denoising network, rather…

Artificial Intelligence · Computer Science 2026-02-05 Zhaoyang Liu , Mokai Pan , Zhongyi Wang , Kaizhen Zhu , Haotao Lu , Haipeng Zhang , Jingya Wang , Ye Shi

Diffusion models serve as a powerful generative framework for solving inverse problems. However, they still face two key challenges: 1) the distortion-perception tradeoff, where improving perceptual quality often degrades reconstruction…

Machine Learning · Computer Science 2025-11-20 Qing Yao , Lijian Gao , Qirong Mao , Ming Dong

Score-based generative models exhibit state of the art performance on density estimation and generative modeling tasks. These models typically assume that the data geometry is flat, yet recent extensions have been developed to synthesize…

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

Given two boundary distributions, the Schr\"odinger Bridge (SB) problem seeks the ``most likely`` random evolution between them with respect to a reference process. It has revealed rich connections to recent machine learning methods for…

Machine Learning · Computer Science 2025-06-03 Maosheng Yang

Diffusion models have risen to prominence in time series forecasting, showcasing their robust capability to model complex data distributions. However, their effectiveness in deterministic predictions is often constrained by instability…

Machine Learning · Computer Science 2024-11-08 Hao Yang , Zhanbo Feng , Feng Zhou , Robert C Qiu , Zenan Ling

Understanding the continuous evolution of populations from discrete temporal snapshots is a critical research challenge, particularly in fields like developmental biology and systems medicine where longitudinal tracking of individual…

Machine Learning · Statistics 2025-10-21 Byoungwoo Park , Juho Lee
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