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An important problem in fiber-optic communications is to invert the nonlinear Schr\"odinger equation in real time to reverse the deterministic effects of the channel. Interestingly, the popular split-step Fourier method (SSFM) leads to a…

Information Theory · Computer Science 2018-04-10 Christian Häger , Henry D. Pfister

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

Pansharpening, a pivotal task in remote sensing for fusing high-resolution panchromatic and multispectral imagery, has garnered significant research interest. Recent advancements employing diffusion models based on stochastic differential…

Computer Vision and Pattern Recognition · Computer Science 2025-03-20 Zihan Cao , Yu Zhong , Liang-Jian Deng

Optimal Transport, a theory for optimal allocation of resources, is widely used in various fields such as astrophysics, machine learning, and imaging science. However, many applications impose elementwise constraints on the transport plan…

Optimization and Control · Mathematics 2022-06-28 Zixuan Cang , Qing Nie , Yanxiang Zhao

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

Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…

Analysis of PDEs · Mathematics 2017-01-10 Guillaume Carlier , Vincent Duval , Gabriel Peyré , Bernhard Schmitzer

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

Optimal transport (OT) has profoundly impacted machine learning by providing theoretical and computational tools to realign datasets. In this context, given two large point clouds of sizes $n$ and $m$ in $\mathbb{R}^d$, entropic OT (EOT)…

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

The control-affine Schr\"odinger bridge concerns with a stochastic optimal control problem. Its solution is a controlled evolution of joint state probability density subject to a control-affine It\^o diffusion with a given deadline…

Multimarginal optimal transport (MOT) has emerged as a useful framework for many applied problems. However, compared to the well-studied classical two-marginal optimal transport theory, analysis of MOT is far more challenging and remains…

Statistics Theory · Mathematics 2026-01-01 Pengtao Li , Xiaohui Chen

Ultra Low Field (64 mT) brain MRI improves accessibility but suffers from reduced image quality compared to 3 T. As paired 64 mT - 3 T scans are scarce, we propose an unpaired 64 mT $\rightarrow$ 3 T translation framework that enhances…

Computer Vision and Pattern Recognition · Computer Science 2026-03-06 Youngmin Kim , Jaeyun Shin , Jeongchan Kim , Taehoon Lee , Jaemin Kim , Peter Hsu , Jelle Veraart , Jong Chul Ye

Optimal transport (OT) aims to find a map $T$ that transports mass from one probability measure to another while minimizing a cost function. Recently, neural OT solvers have gained popularity in high dimensional biological applications such…

Machine Learning · Computer Science 2025-05-20 Peter Chen , Yue Xie , Qingpeng Zhang

We consider network routing under random link failures with a desired final distribution. We provide a mathematical formulation of a relaxed transport problem where the final distribution only needs to be close to the desired one. The…

Optimization and Control · Mathematics 2018-01-25 Yongxin Chen , Tryphon Georgiou , Michele Pavon , Allen Tannenbaum

Mini-batch optimal transport (m-OT) has been successfully used in practical applications that involve probability measures with a very high number of supports. The m-OT solves several smaller optimal transport problems and then returns the…

Machine Learning · Statistics 2022-06-08 Khai Nguyen , Dang Nguyen , Quoc Nguyen , Tung Pham , Hung Bui , Dinh Phung , Trung Le , Nhat Ho

Modern methods of generative modelling and unpaired data translation based on Schr\"odinger bridges and stochastic optimal control theory aim to transform an initial density to a target one in an optimal way. In the present paper, we assume…

Machine Learning · Computer Science 2026-03-24 Nikita Puchkin , Denis Suchkov , Alexey Naumov , Denis Belomestny

We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a large deviations principle quantifying the…

Optimization and Control · Mathematics 2022-01-25 Espen Bernton , Promit Ghosal , Marcel Nutz

In this work, we study a discrete Schr\"odinger bridge problem with partial marginal observations. A main difficulty compared to the classical Schr\"odinger bridge formulation is that our problem is not strictly convex and standard…

Optimization and Control · Mathematics 2026-04-08 Michele Mascherpa , Victor Molnö , Carsten Skovmose Kallesøe , Johan Karlsson

Reconstructing dynamics using samples from sparsely time-resolved snapshots is an important problem in both natural sciences and machine learning. Here, we introduce a new deep learning approach for solving regularized unbalanced optimal…

Machine Learning · Computer Science 2025-05-09 Zhenyi Zhang , Tiejun Li , Peijie Zhou

In this paper, we show a large deviation principle for certain sequences of static Schr\"{o}dinger bridges, typically motivated by a scale-parameter decreasing towards zero, extending existing large deviation results to cover a wider range…

Probability · Mathematics 2025-06-23 Viktor Nilsson , Pierre Nyquist