Related papers: Soft-constrained Schrodinger Bridge: a Stochastic …
We consider a Schr\"odinger bridge problem where the Markov process is subject to parameter perturbations, forming an ensemble of systems. Our objective is to steer this ensemble from the initial distribution to the final distribution using…
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…
Compared to the existing function-based models in deep generative modeling, the recently proposed diffusion models have achieved outstanding performance with a stochastic-process-based approach. But a long sampling time is required for this…
The dynamic Schr\"odinger bridge problem provides an appealing setting for solving constrained time-series data generation tasks posed as optimal transport problems. It consists of learning non-linear diffusion processes using efficient…
Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE),…
At the core of modern generative modeling frameworks, including diffusion models, score-based models, and flow matching, is the task of transforming a simple prior distribution into a complex target distribution through stochastic paths in…
Schrodinger Bridges (SBs) are diffusion processes that steer, in finite time, a given initial distribution to another final one while minimizing a suitable cost functional. Although various methods for computing SBs have recently been…
Generative AI can be framed as the problem of learning a model that maps simple reference measures into complex data distributions, and it has recently found a strong connection to the classical theory of the Schr\"odinger bridge problems…
Generating samples from a probability distribution is a fundamental task in machine learning and statistics. This article proposes a novel scheme for sampling from a distribution for which the probability density $\mu({\bf x})$ for ${\bf…
Schr\"odinger bridges (SBs) provide an elegant framework for modeling the temporal evolution of populations in physical, chemical, or biological systems. Such natural processes are commonly subject to changes in population size over time…
Learning generative models in settings where the source and target distributions are only specified through unpaired samples is gaining in importance. Here, one frequently-used model are Schr\"odinger bridges (SB), which represent the most…
Diffusion Schr\"odinger bridges (DSB) have recently emerged as a powerful framework for recovering stochastic dynamics via their marginal observations at different time points. Despite numerous successful applications, existing algorithms…
Schr\"{o}dinger bridge is a stochastic optimal control problem to steer a given initial state density to another, subject to controlled diffusion and deadline constraints. A popular method to numerically solve the Schr\"{o}dinger bridge…
The dynamic Schr\"odinger bridge problem seeks a stochastic process that defines a transport between two target probability measures, while optimally satisfying the criteria of being closest, in terms of Kullback-Leibler divergence, to a…
Modern distribution matching algorithms for training diffusion or flow models directly prescribe the time evolution of the marginal distributions between two boundary distributions. In this work, we consider a generalized distribution…
Recently, a series of papers proposed deep learning-based approaches to sample from target distributions using controlled diffusion processes, being trained only on the unnormalized target densities without access to samples. Building on…
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,…
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…
In this work, we revisit the discrete-time Schr\"{o}dinger Bridge (SB) and Density Steering (DS) problems for Gaussian mixture model (GMM) boundary distributions. Building on the existing literature, we construct a set of feasible Markovian…
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…