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Related papers: Light and Optimal Schr\"odinger Bridge Matching

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We address the problem of reshaping light in the Schr\"odinger optics regime from the perspective of optimal control theory. In technological applications, Schr\"odinger optics is often used to model a slowly-varying amplitude of a…

Optimization and Control · Mathematics 2022-05-04 Jimmie Adriazola , Roy H. Goodman

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

The problem of reconciling a prior probability law on paths with data was introduced by E. Schr\"odinger in 1931/32. It represents an early formulation of a maximum likelihood problem. This specific formulation can also be seen as the…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Asmaa Eldesoukey , Tryphon T. Georgiou

We introduce a new iterative method to recover a real compact supported potential of the Schr\"odinger operator from their fixed angle scattering data. The method combines a fixed point argument with a suitable approximation of the…

Analysis of PDEs · Mathematics 2018-07-16 Juan A. Barceló , Carlos Castro , Teresa Luque , Mari Cruz Vilela

We consider an entropy-regularized version of optimal density control of deterministic discrete-time linear systems. Entropy regularization, or a maximum entropy (MaxEnt) method for optimal control has attracted much attention especially in…

Optimization and Control · Mathematics 2023-08-15 Kaito Ito , Kenji Kashima

We propose a new field-level emulator that bridges two simulators using unpaired simulation datasets. Our method leverages a flow-based approach to learn the likelihood transport from one simulator to the other. Since multiple transport…

Cosmology and Nongalactic Astrophysics · Physics 2025-10-29 Justine Zeghal , Benjamin Remy , Yashar Hezaveh , Francois Lanusse , Laurence Perreault Levasseur

We take a new look at the relation between the optimal transport problem and the Schr\"{o}dinger bridge problem from the stochastic control perspective. We show that the connections are richer and deeper than described in existing…

Systems and Control · Computer Science 2014-12-16 Yongxin Chen , Tryphon Georgiou , Michele Pavon

Solving optimal transport (OT) on random minibatches is a common surrogate for exact OT in large-scale learning. In flow matching (FM), this surrogate is used to obtain OT-like couplings that can straighten probability paths and reduce…

Machine Learning · Computer Science 2026-05-13 Samuel Boïté , Julie Delon , Kimia Nadjahi

We propose the Entropic-regularized Robust Optimal Transport (E-ROBOT) framework, a novel method that combines the robustness of ROBOT with the computational and statistical benefits of entropic regularization. We show that, rooted in the…

Machine Learning · Statistics 2025-09-16 Davide La Vecchia , Hang Liu

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

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

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

The solution of the path structured multimarginal Schr\"{o}dinger bridge problem (MSBP) is the most-likely measure-valued trajectory consistent with a sequence of observed probability measures or distributional snapshots. We leverage recent…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Georgiy A. Bondar , Robert Gifford , Linh Thi Xuan Phan , Abhishek Halder

This paper develops a computational framework for Multi-Period Martingale Optimal Transport (MMOT), addressing convergence rates, algorithmic efficiency, and financial calibration. Our contributions include: (1) Theoretical analysis: We…

Computational Finance · Quantitative Finance 2026-04-21 Sri Sairam Gautam B

Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden,…

Machine Learning · Computer Science 2023-08-14 Oliver Struckmeier , Ievgen Redko , Anton Mallasto , Karol Arndt , Markus Heinonen , Ville Kyrki

We study the problem of identifying an optimal coupling between input-output distributional data generated by a causal dynamical system. The coupling is required to satisfy prescribed marginal distributions and a causality constraint…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Daran Xu , Amirhossein Taghvaei

We propose Mirror Descent Optimal Transport (MDOT), a novel method for solving discrete optimal transport (OT) problems with high precision, by unifying temperature annealing in entropic-regularized OT (EOT) with mirror descent techniques.…

Machine Learning · Computer Science 2025-06-04 Mete Kemertas , Allan D. Jepson , Amir-massoud Farahmand

We propose a novel approach based on optimal transport (OT) for tackling the problem of highly mixed data in blind hyperspectral unmixing. Our method constrains the distribution of the estimated abundance matrix to resemble a targeted…

Image and Video Processing · Electrical Eng. & Systems 2025-09-26 D. Doutsas , B. Figliuzzi

In recent years, with the increasing popularity of "Smart Technology", the number of Internet of Things (IoT) devices and systems have surged significantly. Various IoT services and functionalities are based on the analytics of IoT…

Machine Learning · Computer Science 2021-05-27 Li Yang , Abdallah Shami

The optimal transmission switching problem (OTSP) is an established problem of changing a power grid's topology to obtain an improved operation by controlling the switching status of transmission lines. This problem was proven to be…

Systems and Control · Electrical Eng. & Systems 2025-06-05 Anton Hinneck , David Pozo