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Entropic optimal transport problems play an increasingly important role in machine learning and generative modelling. In contrast with optimal transport maps which often have limited applicability in high dimensions, Schrodinger bridges can…

Probability · Mathematics 2026-01-21 Pierre Del Moral , Ajay Jasra

Machine learning has increasingly been employed to solve NP-hard combinatorial optimization problems, resulting in the emergence of neural solvers that demonstrate remarkable performance, even with minimal domain-specific knowledge. To…

Optimization and Control · Mathematics 2025-05-27 Chengrui Gao , Haopu Shang , Ke Xue , Chao Qian

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

In this paper, we introduce a novel approach to solve the many-body Schrodinger equation by the tensor neural network. Based on the tensor product structure, we can do the direct numerical integration by using fixed quadrature points for…

Computational Physics · Physics 2025-02-27 Yangfei Liao , Zhongshuo Lin , Jianghao Liu , Qingyuan Sun , Yifan Wang , Teng Wu , Hehu Xie , Mingfeng He

We study the Schr\"odinger-Bass problem, a one-parameter family of semimartingale optimal transport problems indexed by $\beta>0$, whose limiting regimes interpolate between the classical Schr\"odinger bridge, the Brenier-Strassen problem,…

Probability · Mathematics 2026-04-03 Manuel Hasenbichler , Gudmund Pammer , Stefan Thonhauser

Computational optimal transport (OT) has recently emerged as a powerful framework with applications in various fields. In this paper we focus on a relaxation of the original OT problem, the entropic OT problem, which allows to implement…

Probability · Mathematics 2025-10-06 Giacomo Greco , Maxence Noble , Giovanni Conforti , Alain Durmus

Scaling hyperparameter optimisation to very large datasets remains an open problem in the Gaussian process community. This paper focuses on iterative methods, which use linear system solvers, like conjugate gradients, alternating…

Machine Learning · Computer Science 2025-01-14 Jihao Andreas Lin , Shreyas Padhy , Bruno Mlodozeniec , Javier Antorán , José Miguel Hernández-Lobato

Homotopy approaches to Bayesian inference have found widespread use especially if the Kullback-Leibler divergence between the prior and the posterior distribution is large. Here we extend one of these homotopy approach to include an…

Numerical Analysis · Mathematics 2022-11-04 Sebastian Reich

The integrating factor technique is widely used to solve numerically (in particular) the Schr\"odinger equation in the context of spectral methods. Here, we present an improvement of this method exploiting the freedom provided by the gauge…

Analysis of PDEs · Mathematics 2023-02-14 Martino Lovisetto , D Clamond , B Marcos

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

Recent advances in diffusion bridge models leverage Doob's $h$-transform to establish fixed endpoints between distributions, demonstrating promising results in image translation and restoration tasks. However, these approaches often produce…

Computer Vision and Pattern Recognition · Computer Science 2025-11-12 Mokai Pan , Kaizhen Zhu , Yuexin Ma , Yanwei Fu , Jingyi Yu , Jingya Wang , Ye Shi

We propose an accurate, efficient, and low-memory sum-of-Gaussians tensor neural network (SOG-TNN) algorithm for solving the high-dimensional Schr\"{o}dinger equation. The SOG-TNN utilizes a low-rank tensor product representation of the…

Computational Physics · Physics 2026-03-05 Qi Zhou , Teng Wu , Jianghao Liu , Qingyuan Sun , Hehu Xie , Zhenli Xu

We present an early investigation into the use of neural diffusion processes for global optimisation, focusing on Zhang et al.'s Path Integral Sampler. One can use the Boltzmann distribution to formulate optimization as solving a…

Machine Learning · Computer Science 2025-06-10 Max McGuinness , Eirik Fladmark , Francisco Vargas

We study the Schr\"{o}dinger bridge problem (SBP) with nonlinear prior dynamics. In control-theoretic language, this is a problem of minimum effort steering of a given joint state probability density function (PDF) to another over a finite…

Optimization and Control · Mathematics 2021-03-17 Kenneth F. Caluya , Abhishek Halder

The Schr\"odinger Bridge provides a principled framework for modeling stochastic processes between distributions; however, existing methods are limited by energy-conservation assumptions, which constrains the bridge's shape preventing it…

Machine Learning · Computer Science 2026-05-08 Andrea Testa , Søren Hauberg , Tamim Asfour , Leonel Rozo

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

Seminal works on light spanners over the years provide spanners with optimal lightness in various graph classes, such as in general graphs, Euclidean spanners, and minor-free graphs. Three shortcomings of previous works on light spanners…

Computational Geometry · Computer Science 2025-12-05 Hung Le , Shay Solomon

Metasurface inverse design is challenged by the intricate relationship between structural parameters and electromagnetic responses, as well as the high dimensionality of the optimization space. Local models, while commonly employed, quickly…

We give a quantum speedup for solving the canonical semidefinite programming relaxation for binary quadratic optimization. This class of relaxations for combinatorial optimization has so far eluded quantum speedups. Our methods combine…

Data Structures and Algorithms · Computer Science 2022-01-26 Fernando G. S L. Brandão , Richard Kueng , Daniel Stilck França

Quantum counterparts of Schrodinger's classical bridge problem have been around for the better part of half a century. During that time, several quantum approaches to this multifaceted classical problem have been introduced. In the present…

Quantum Physics · Physics 2025-03-11 Olga Movilla Miangolarra , Ralph Sabbagh , Tryphon T. Georgiou
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