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A computational PDE-constrained optimization approach is proposed for optimal trajectory planning under uncertainty by means of an associated Schroedinger Bridge Problem (SBP). The proposed SBP formulation is interpreted as the mean-field…

Optimization and Control · Mathematics 2026-05-20 Dante Kalise , Wenxin Liu

We present Path Integral Sampler~(PIS), a novel algorithm to draw samples from unnormalized probability density functions. The PIS is built on the Schr\"odinger bridge problem which aims to recover the most likely evolution of a diffusion…

Machine Learning · Computer Science 2022-03-11 Qinsheng Zhang , Yongxin Chen

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

In this work, we present an extension to the context of Stochastic Reaction Networks (SRNs) of the forward-reverse representation introduced in "Simulation of forward-reverse stochastic representations for conditional diffusions", a 2014…

Numerical Analysis · Mathematics 2015-04-17 Christian Bayer , Alvaro Moraes , Raul Tempone , Pedro Vilanova

This work introduces a novel nonlinear optimal filtering method, termed the Ensemble Schr{\"o}dinger Bridge nonlinear filter. The proposed filter combines the standard prediction step with a diffusion-generative-modeling-based analysis…

Machine Learning · Computer Science 2026-05-12 Hui Sun

Denoising diffusion models have emerged as the go-to generative framework for solving inverse problems in imaging. A critical concern regarding these models is their performance on out-of-distribution tasks, which remains an under-explored…

Computer Vision and Pattern Recognition · Computer Science 2025-01-29 Riccardo Barbano , Alexander Denker , Hyungjin Chung , Tae Hoon Roh , Simon Arridge , Peter Maass , Bangti Jin , Jong Chul Ye

Turbulence governs the transport of momentum, energy, and scalars in many geophysical and engineering flows. In large-eddy simulations (LES), parameterizing subgrid-scale (SGS) stresses remains a central challenge, as unresolved physical…

Fluid Dynamics · Physics 2025-10-02 Yu Cheng , Tianle Liu

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

Deep neural networks trained with Empirical Risk Minimization (ERM) perform well when both training and test data come from the same domain, but they often fail to generalize to out-of-distribution samples. In image classification, these…

Computer Vision and Pattern Recognition · Computer Science 2025-07-29 Aryan Yazdan Parast , Basim Azam , Naveed Akhtar

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

Machine learning enables unbinned, highly-differential cross section measurements. A recent idea uses generative models to morph a starting simulation into the unfolded data. We show how to extend two morphing techniques, Schr\"odinger…

High Energy Physics - Phenomenology · Physics 2025-06-25 Anja Butter , Sascha Diefenbacher , Nathan Huetsch , Vinicius Mikuni , Benjamin Nachman , Sofia Palacios Schweitzer , Tilman Plehn

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

We propose a procedure for estimating the Schr\"odinger bridge between two probability distributions. Unlike existing approaches, our method does not require iteratively simulating forward and backward diffusions or training neural networks…

Machine Learning · Statistics 2024-08-22 Aram-Alexandre Pooladian , Jonathan Niles-Weed

Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on…

Probability · Mathematics 2024-04-24 Erlend Grong , Karen Habermann , Stefan Sommer

We analyse how the sampling dynamics of distributions evolve in score-based diffusion models using cross-fluctuations, a centered-moment statistic from statistical physics. Specifically, we show that starting from an unbiased isotropic…

Machine Learning · Computer Science 2026-05-04 Sai Niranjan Ramachandran , Manish Krishan Lal , Suvrit Sra

All-in-One Image Restoration (AiOIR) faces the fundamental challenge in reconciling conflicting optimization objectives across heterogeneous degradations. Existing methods are often constrained by coarse-grained control mechanisms or fixed…

Computer Vision and Pattern Recognition · Computer Science 2026-03-19 Luwei Tu , Jiawei Wu , Xing Luo , Zhi Jin

Diffusion-based models have demonstrated remarkable effectiveness in image restoration tasks; however, their iterative denoising process, which starts from Gaussian noise, often leads to slow inference speeds. The Image-to-Image…

Image and Video Processing · Electrical Eng. & Systems 2025-03-25 Yuang Wang , Siyeop Yoon , Pengfei Jin , Matthew Tivnan , Sifan Song , Zhennong Chen , Rui Hu , Li Zhang , Quanzheng Li , Zhiqiang Chen , Dufan Wu

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

Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of…

Statistical Mechanics · Physics 2016-12-21 Takuma Akimoto , Eiji Yamamoto

We present a theoretical framework that reinterprets Population Annealing (PA) through the lens of the discrete-time Schr\"odinger Bridge (SB) problem. We demonstrate that the heuristic reweighting step in PA is derived by analytically…

Statistical Mechanics · Physics 2026-03-18 Masayuki Ohzeki
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