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Related papers: Generalized Schr\"odinger Bridge Matching

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In this work we explore a new framework for approximate Bayesian inference in large datasets based on stochastic control (i.e. Schr\"odinger bridges). We advocate stochastic control as a finite time and low variance alternative to popular…

The Schr\"odinger bridge problem (SBP) seeks to find the measure $\hat{\mathbf{P}}$ on a certain path space which interpolates between state-space distributions $\rho_0$ at time $0$ and $\rho_T$ at time $T$ while minimizing the KL…

Probability · Mathematics 2025-02-17 Andrei Zlotchevski , Linan Chen

Recent advances in flow-based generative modelling have provided scalable methods for computing the Schr\"odinger Bridge (SB) between distributions, a dynamic form of entropy-regularised Optimal Transport (OT) for the quadratic cost. The…

Machine Learning · Statistics 2025-11-04 Samuel Howard , Peter Potaptchik , George Deligiannidis

Leveraging connections between diffusion-based sampling, optimal transport, and stochastic optimal control through their shared links to the Schr\"odinger bridge problem, we propose novel objective functions that can be used to transport…

Machine Learning · Statistics 2024-10-11 Qijia Jiang , David Nabergoj

Contextual optimization enhances decision quality by leveraging side information to improve predictions of uncertain parameters. However, existing approaches face significant challenges when dealing with multimodal or mixtures of…

Optimization and Control · Mathematics 2025-09-19 YoungChul Yoon , Grani A. Hanasusanto , Yijie Wang

The Schr\"odinger bridge problem (SBP) aims at finding the measure $\hat{\mathbf{P}}$ on a certain path space which possesses the desired state-space distributions $\rho_0$ at time $0$ and $\rho_T$ at time $T$ while minimizing the KL…

Probability · Mathematics 2025-11-11 Andrei Zlotchevski , Linan Chen

We provide a general framework for learning diffusion bridges that transport prior to target distributions. It includes existing diffusion models for generative modeling, but also underdamped versions with degenerate diffusion matrices,…

Machine Learning · Computer Science 2025-08-14 Denis Blessing , Julius Berner , Lorenz Richter , Gerhard Neumann

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

We survey continuous-time generative modeling methods based on transporting a simple reference distribution to a data distribution via stochastic or deterministic dynamics. We present a unified framework in which diffusion models,…

Machine Learning · Computer Science 2026-05-11 Aditya Ranganath , Mukesh Singhal

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

Generative modeling typically seeks the path of least action via deterministic flows (ODE). While effective for in-distribution tasks, we argue that these deterministic paths become brittle under causal interventions, which often require…

Machine Learning · Computer Science 2026-02-24 Rui Wu , Li YongJun

Schr\"odinger bridges have emerged as an enabling framework for unveiling the stochastic dynamics of systems based on marginal observations at different points in time. The terminology "bridge'' refers to a probability law that suitably…

Statistical Mechanics · Physics 2024-03-05 Olga Movilla Miangolarra , Asmaa Eldesoukey , Tryphon T. Georgiou

The reconstruction of physical fields from sparse measurements is pivotal in both scientific research and engineering applications. Traditional methods are increasingly supplemented by deep learning models due to their efficacy in…

Fluid Dynamics · Physics 2024-09-27 Zeyu Li , Hongkun Dou , Shen Fang , Wang Han , Yue Deng , Lijun Yang

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 consider the problem of sampling from an unknown distribution for which only a sufficiently large number of training samples are available. In this paper, we build on previous work combining Schr\"odinger bridges and plug & play Langevin…

Machine Learning · Statistics 2024-11-19 Georg A. Gottwald , Sebastian Reich

The optimal transport problem has recently developed into a powerful framework for various applications in estimation and control. Many of the recent advances in the theory and application of optimal transport are based on regularizing the…

Optimization and Control · Mathematics 2021-03-12 Isabel Haasler , Axel Ringh , Yongxin Chen , Johan Karlsson

In this study, we introduce a novel method for generating new synthetic samples that are independent and identically distributed (i.i.d.) from high-dimensional real-valued probability distributions, as defined implicitly by a set of Ground…

Machine Learning · Statistics 2024-07-09 Hamidreza Behjoo , Michael Chertkov

Denoising diffusion bridge models (DDBMs) are a powerful variant of diffusion models for interpolating between two arbitrary paired distributions given as endpoints. Despite their promising performance in tasks like image translation, DDBMs…

Machine Learning · Computer Science 2025-05-01 Kaiwen Zheng , Guande He , Jianfei Chen , Fan Bao , Jun Zhu

Solving inverse problems -- recovering signals from incomplete or noisy measurements -- is fundamental in science and engineering. Score-based generative models (SGMs) have recently emerged as a powerful framework for this task. Two main…

Machine Learning · Computer Science 2025-10-27 Bartlomiej Sobieski , Matthew Tivnan , Yuang Wang , Siyeop Yoon , Pengfei Jin , Dufan Wu , Quanzheng Li , Przemyslaw Biecek

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
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