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Related papers: Generalized Schr\"odinger Bridge Matching

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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 · Statistics 2024-12-24 Yuling Jiao , Lican Kang , Huazhen Lin , Jin Liu , Heng Zuo

The Schr\"odinger Bridge (SB) problem offers a powerful framework for combining optimal transport and diffusion models. A promising recent approach to solve the SB problem is the Iterative Markovian Fitting (IMF) procedure, which alternates…

Machine Learning · Computer Science 2024-11-06 Nikita Gushchin , Daniil Selikhanovych , Sergei Kholkin , Evgeny Burnaev , Alexander Korotin

The Mean-Field Schrodinger Bridge (MFSB) problem is an optimization problem aiming to find the minimum effort control policy to drive a McKean-Vlassov stochastic differential equation from one probability measure to another. In the context…

Machine Learning · Computer Science 2025-06-19 George Rapakoulias , Ali Reza Pedram , Panagiotis Tsiotras

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,…

Mathematical Finance · Quantitative Finance 2026-02-24 Stefano De Marco , Huyên Pham , Davide Zanni

The Schr\"{o}dinger bridge (SB) has evolved into a universal class of probabilistic generative models. In practice, however, estimated learning signals are innately uncertain, and the reliability promised by existing methods is often based…

Machine Learning · Computer Science 2025-12-23 Dong-Sig Han , Jaein Kim , Hee Bin Yoo , Byoung-Tak Zhang

Score-based diffusion models are frequently employed as structural priors in inverse problems. However, their iterative denoising process, initiated from Gaussian noise, often results in slow inference speeds. The Image-to-Image…

Image and Video Processing · Electrical Eng. & Systems 2024-07-08 Yuang Wang , Pengfei Jin , Siyeop Yoon , Matthew Tivnan , Quanzheng Li , Li Zhang , Dufan Wu

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

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

Diffusion models are powerful generative models that map noise to data using stochastic processes. However, for many applications such as image editing, the model input comes from a distribution that is not random noise. As such, diffusion…

Computer Vision and Pattern Recognition · Computer Science 2023-12-06 Linqi Zhou , Aaron Lou , Samar Khanna , Stefano Ermon

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

The paper studies the optimal density steering problem for nonlinear continuous-time stochastic systems. To accurately capture nonlinear dynamics in high-uncertainty regions that deviate significantly from a nominal linearization point, we…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Mattia Mosso , George Rapakoulias , Yue Guan , Panagiotis Tsiotras

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…

Machine Learning · Computer Science 2025-11-18 Changxi Chi , Yufei Huang , Jun Xia , Jiangbin Zheng , Yunfan Liu , Zelin Zang , Stan Z. Li

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 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

Offline planning often struggles with poor sampling efficiency as it tries to learn policies from scratch. Especially with diffusion models, such cold start practices mean that both training and sampling become very expensive. We…

Robotics · Computer Science 2024-06-19 Adarsh Srivastava

Diffusion models (DMs) have become the dominant paradigm of generative modeling in a variety of domains by learning stochastic processes from noise to data. Recently, diffusion denoising bridge models (DDBMs), a new formulation of…

Machine Learning · Computer Science 2024-11-01 Guande He , Kaiwen Zheng , Jianfei Chen , Fan Bao , Jun Zhu

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 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 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

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