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Schr\"odinger bridges (SBs) provide an elegant framework for modeling the temporal evolution of populations in physical, chemical, or biological systems. Such natural processes are commonly subject to changes in population size over time…

Machine Learning · Computer Science 2023-06-16 Matteo Pariset , Ya-Ping Hsieh , Charlotte Bunne , Andreas Krause , Valentin De Bortoli

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

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

Schr\"{o}dinger bridge is a stochastic optimal control problem to steer a given initial state density to another, subject to controlled diffusion and deadline constraints. A popular method to numerically solve the Schr\"{o}dinger bridge…

Optimization and Control · Mathematics 2023-09-14 Alexis M. H. Teter , Yongxin Chen , Abhishek Halder

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

Diffusion models (DMs), which enable both image generation from noise and inversion from data, have inspired powerful unpaired image-to-image (I2I) translation algorithms. However, they often require a larger number of neural function…

Computer Vision and Pattern Recognition · Computer Science 2024-11-25 Jeongsol Kim , Beomsu Kim , Jong Chul Ye

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

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…

Machine Learning · Computer Science 2026-03-03 Sophia Tang , Yinuo Zhang , Alexander Tong , Pranam Chatterjee

This paper exploit the equivalence between the Schr\"odinger Bridge problem and the entropy penalized optimal transport in order to find a different approach to the duality, in the spirit of optimal transport. This approach results in a…

Probability · Mathematics 2019-11-19 Simone Di Marino , Augusto Gerolin

This short paper announces the main results of \cite{SBB2026}, where the Schr\"odinger--Bass Bridge (SBB) problem is introduced and studied in full generality. Here we provide a direct PDE derivation of the SBB system in dimension one,…

Learning discrete neural samplers is challenging due to the lack of gradients and combinatorial complexity. While stochastic optimal control (SOC) and Schr\"odinger bridge (SB) provide principled solutions, efficient SOC solvers like…

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

We study nonparametric estimation of Schr\"odinger bridge (SB) drifts from i.i.d.\ data observed on a single time interval. Starting from the conditional-ratio form of the Schr\"odinger bridge time-series (SBTS) drift formula, we analyze a…

Statistics Theory · Mathematics 2026-05-08 Othmane Mazhar , Huyên Pham

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

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

The Sinkhorn algorithm is the most popular method for solving the entropy minimization problem called the Schr\"odinger problem: in the non-degenerate cases, the latter admits a unique solution towards which the algorithm converges…

Optimization and Control · Mathematics 2023-02-27 Aymeric Baradat , Elias Ventre

The Schr\"odinger Bridge (SB) problem has become a fundamental tool in computational optimal transport and generative modeling. To address this problem, ideal methods such as Iterative Proportional Fitting and Iterative Markovian Fitting…

Machine Learning · Statistics 2025-10-27 Marta Gentiloni Silveri , Giovanni Conforti , Alain Durmus

We present Schr\"odinger Bridge Mamba (SBM), a novel model for efficient speech enhancement by integrating the Schr\"odinger Bridge (SB) training paradigm and the Mamba architecture. Experiments of joint denoising and dereverberation tasks…

Sound · Computer Science 2026-03-06 Jing Yang , Sirui Wang , Chao Wu , Lei Guo , Fan Fan

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

This work studies the Schr\"odinger bridge problem for the kinematic equation on a compact connected Lie group. The objective is to steer a controlled diffusion between given initial and terminal densities supported over the Lie group while…

Optimization and Control · Mathematics 2026-03-23 Hamza Mahmood , Abhishek Halder , Adeel Akhtar