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The optimal transport problem has recently developed into a powerful framework for various applications in estimation and control. Many of the recent advances in the theory and application of optimal transport are based on regularizing the…

Optimization and Control · Mathematics 2021-03-12 Isabel Haasler , Axel Ringh , Yongxin Chen , Johan Karlsson

Schr\"odinger bridges have emerged as an enabling framework for unveiling the stochastic dynamics of systems based on marginal observations at different points in time. The terminology "bridge'' refers to a probability law that suitably…

Statistical Mechanics · Physics 2024-03-05 Olga Movilla Miangolarra , Asmaa Eldesoukey , Tryphon T. Georgiou

We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…

Computation · Statistics 2016-04-26 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

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

Motivated by modern machine learning applications where we only have access to empirical measures constructed from finite samples, we relax the marginal constraints of the classical Schr\"odinger bridge problem by penalizing the transport…

Probability · Mathematics 2026-02-10 Yifan Jiang , Renyuan Xu , Luhao Zhang

We investigate the generative capabilities of the Schr\"odinger Bridge (SB) approach for time series. The SB framework formulates time series synthesis as an entropic optimal interpolation transport problem between a reference probability…

Machine Learning · Computer Science 2025-10-27 Alexandre Alouadi , Baptiste Barreau , Laurent Carlier , Huyên Pham

Existing diffusion-based 3D shape completion methods typically use a conditional paradigm, injecting incomplete shape information into the denoising network via deep feature interactions (e.g., concatenation, cross-attention) to guide…

Computer Vision and Pattern Recognition · Computer Science 2026-03-18 Dequan Kong , Honghua Chen , Zhe Zhu , Mingqiang Wei

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

We provide a general framework for learning diffusion bridges that transport prior to target distributions. It includes existing diffusion models for generative modeling, but also underdamped versions with degenerate diffusion matrices,…

Machine Learning · Computer Science 2025-08-14 Denis Blessing , Julius Berner , Lorenz Richter , Gerhard Neumann

Diffusion Bridge and Flow Matching have both demonstrated compelling empirical performance in transformation between arbitrary distributions. However, there remains confusion about which approach is generally preferable, and the substantial…

Computer Vision and Pattern Recognition · Computer Science 2025-09-30 Kaizhen Zhu , Mokai Pan , Zhechuan Yu , Jingya Wang , Jingyi Yu , Ye Shi

Common image-to-image translation methods rely on joint training over data from both source and target domains. The training process requires concurrent access to both datasets, which hinders data separation and privacy protection; and…

Computer Vision and Pattern Recognition · Computer Science 2023-03-07 Xuan Su , Jiaming Song , Chenlin Meng , Stefano Ermon

The Lambert problem originated in orbital mechanics. It concerns with determining the initial velocity for a boundary value problem involving the dynamical constraint due to gravitational potential with additional time horizon and endpoint…

Optimization and Control · Mathematics 2024-10-04 Alexis M. H. Teter , Iman Nodozi , Abhishek Halder

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

In this work, we revisit the discrete-time Schr\"{o}dinger Bridge (SB) and Density Steering (DS) problems for Gaussian mixture model (GMM) boundary distributions. Building on the existing literature, we construct a set of feasible Markovian…

Systems and Control · Electrical Eng. & Systems 2026-04-02 George Rapakoulias , Fengjiao Liu , Panagiotis Tsiotras

Network optimization is a fundamental challenge in the Internet of Things (IoT) network, often characterized by complex features that make it difficult to solve these problems. Recently, generative diffusion models (GDMs) have emerged as a…

Machine Learning · Computer Science 2025-02-20 Ruihuai Liang , Bo Yang , Pengyu Chen , Xianjin Li , Yifan Xue , Zhiwen Yu , Xuelin Cao , Yan Zhang , Mérouane Debbah , H. Vincent Poor , Chau Yuen

Generative AIBIM, a successful structural design pipeline, has proven its ability to intelligently generate high-quality, diverse, and creative shear wall designs that are tailored to specific physical conditions. However, the current…

Computer Vision and Pattern Recognition · Computer Science 2024-12-31 Zhili He , Yu-Hsing Wang

We construct and analyze generative diffusions that transport a point mass to a prescribed target distribution over a finite time horizon using the stochastic interpolant framework. The drift is expressed as a conditional expectation that…

Statistics Theory · Mathematics 2026-05-21 Yifan Chen , Eric Vanden-Eijnden

Diffusion and Schr\"{o}dinger Bridge models have established state-of-the-art performance in generative modeling but are often hampered by significant computational costs and complex training procedures. While continuous-time bridges…

Machine Learning · Computer Science 2025-12-16 Maria Khilchuk , Vladimir Latypov , Pavel Kleshchev , Alexander Hvatov

Consider the problem of matching two independent i.i.d. samples of size $N$ from two distributions $P$ and $Q$ in $\mathbb{R}^d$. For an arbitrary continuous cost function, the optimal assignment problem looks for the matching that…

Probability · Mathematics 2023-01-03 Zaid Harchaoui , Lang Liu , Soumik Pal

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