English
Related papers

Related papers: Unbalanced Diffusion Schr\"odinger Bridge

200 papers

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

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

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

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…

Machine Learning · Statistics 2024-01-09 Wei Deng , Yu Chen , Nicole Tianjiao Yang , Hengrong Du , Qi Feng , Ricky T. Q. Chen

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 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

We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…

Computation · Statistics 2025-06-19 Jeremy Heng , Valentin De Bortoli , Arnaud Doucet , James Thornton

We study the Schr\"odinger bridge problem when the endpoint distributions are available only through samples. Classical computational approaches estimate Schr\"odinger potentials via Sinkhorn iterations on empirical measures and then…

Machine Learning · Statistics 2026-02-10 Denis Belomestny , Alexey Naumov , Nikita Puchkin , Denis Suchkov

Stochastic flows of an advective-diffusive nature are ubiquitous in physical sciences. Of particular interest is the problem to reconcile observed marginal distributions with a given prior posed by E. Schrodinger in 1932/32 and known as the…

Mathematical Physics · Physics 2021-08-09 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

The momentum Schr\"odinger Bridge (mSB) has emerged as a leading method for accelerating generative diffusion processes and reducing transport costs. However, the lack of simulation-free properties inevitably results in high training costs…

Machine Learning · Statistics 2025-01-29 Kevin Rojas , Yixin Tan , Molei Tao , Yuriy Nevmyvaka , Wei Deng

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…

Machine Learning · Statistics 2024-09-27 Hanwen Huang

The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schr\"odinger bridges, by incorporating termination (killing) of stochastic flows.…

Optimization and Control · Mathematics 2024-06-24 Asmaa Eldesoukey , Olga Movilla Miangolarra , Tryphon T. Georgiou

Image inpainting is an important image generation task, which aims to restore corrupted image from partial visible area. Recently, diffusion Schr\"odinger bridge methods effectively tackle this task by modeling the translation between…

Computer Vision and Pattern Recognition · Computer Science 2024-12-12 Zihao Han , Baoquan Zhang , Lisai Zhang , Shanshan Feng , Kenghong Lin , Guotao Liang , Yunming Ye , Xiaochen Qi , Guangming Ye

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

The Schr\"odinger bridge problem seeks the optimal stochastic process that connects two given probability distributions with minimal energy modification. While the Sinkhorn algorithm is widely used to solve the static optimal transport…

Machine Learning · Statistics 2025-10-28 Ibuki Maeda , Rentian Yao , Atsushi Nitanda

Consider a reference Markov process with initial distribution $\pi_{0}$ and transition kernels $\{M_{t}\}_{t\in[1:T]}$, for some $T\in\mathbb{N}$. Assume that you are given distribution $\pi_{T}$, which is not equal to the marginal…

Computation · Statistics 2020-01-01 Espen Bernton , Jeremy Heng , Arnaud Doucet , Pierre E. Jacob

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

Generalized Schr\"odinger Bridges (GSBs) are a fundamental mathematical framework used to analyze the most likely particle evolution based on the principle of least action including kinetic and potential energy. In parallel to their…

Machine Learning · Statistics 2024-12-31 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

Deep Ensemble (DE) approach is a straightforward technique used to enhance the performance of deep neural networks by training them from different initial points, converging towards various local optima. However, a limitation of this…

Machine Learning · Computer Science 2024-04-25 Hyunsu Kim , Jongmin Yoon , Juho Lee

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