Related papers: Generative modeling for time series via Schr{\"o}d…
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…
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,…
We propose to learn a generative model via entropy interpolation with a Schr\"{o}dinger Bridge. The generative learning task can be formulated as interpolating between a reference distribution and a target distribution based on the…
Generating samples from a probability distribution is a fundamental task in machine learning and statistics. This article proposes a novel scheme for sampling from a distribution for which the probability density $\mu({\bf x})$ for ${\bf…
Compared to the existing function-based models in deep generative modeling, the recently proposed diffusion models have achieved outstanding performance with a stochastic-process-based approach. But a long sampling time is required for this…
Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE),…
Generative diffusion models use time-forward and backward stochastic differential equations to connect the data and prior distributions. While conventional diffusion models (e.g., score-based models) only learn the backward process, more…
At the core of modern generative modeling frameworks, including diffusion models, score-based models, and flow matching, is the task of transforming a simple prior distribution into a complex target distribution through stochastic paths in…
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…
Conditional generative models represent a significant advancement in the field of machine learning, allowing for the controlled synthesis of data by incorporating additional information into the generation process. In this work we introduce…
This paper aims to conduct a comprehensive theoretical analysis of current diffusion models. We introduce a novel generative learning methodology utilizing the Schr{\"o}dinger bridge diffusion model in latent space as the framework for…
Machine learning-based unfolding has enabled unbinned and high-dimensional differential cross section measurements. Two main approaches have emerged in this research area: one based on discriminative models and one based on generative…
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…
We consider the problem of sampling from an unknown distribution for which only a sufficiently large number of training samples are available. Such settings have recently drawn considerable interest in the context of generative modelling…
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…
The dynamic Schr\"odinger bridge problem provides an appealing setting for solving constrained time-series data generation tasks posed as optimal transport problems. It consists of learning non-linear diffusion processes using efficient…
Predicting single-cell perturbation outcomes directly advances gene function analysis and facilitates drug candidate selection, making it a key driver of both basic and translational biomedical research. However, a major bottleneck in this…
Schr\"odinger Bridge (SB) is an entropy-regularized optimal transport problem that has received increasing attention in deep generative modeling for its mathematical flexibility compared to the Scored-based Generative Model (SGM). However,…
Predicting the intermediate trajectories between an initial and target distribution is a central problem in generative modeling. Existing approaches, such as flow matching and Schr\"odinger bridge matching, effectively learn mappings…
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…