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Stochastic bridges are commonly used to impute missing data with a lower sampling rate to generate data with a higher sampling rate, while preserving key properties of the dynamics involved in an unbiased way. While the generation of…

Mathematical Finance · Quantitative Finance 2019-12-02 Andrew Schaug , Harish Chandra

Diffusion models have emerged as powerful generative tools, rivaling GANs in sample quality and mirroring the likelihood scores of autoregressive models. A subset of these models, exemplified by DDIMs, exhibit an inherent asymmetry: they…

Computer Vision and Pattern Recognition · Computer Science 2024-01-24 Yixuan Wang , Shuangyin Li

This work introduces a novel nonlinear optimal filtering method, termed the Ensemble Schr{\"o}dinger Bridge nonlinear filter. The proposed filter combines the standard prediction step with a diffusion-generative-modeling-based analysis…

Machine Learning · Computer Science 2026-05-12 Hui Sun

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…

Systems and Control · Electrical Eng. & Systems 2026-04-02 George Rapakoulias , Fengjiao Liu , Panagiotis Tsiotras

Bridge models in image restoration construct a diffusion process from degraded to clear images. However, existing methods typically require training a bridge model from scratch for each specific type of degradation, resulting in high…

Computer Vision and Pattern Recognition · Computer Science 2025-06-02 Hanting Wang , Tao Jin , Wang Lin , Shulei Wang , Hai Huang , Shengpeng Ji , Zhou Zhao

A new approach of obtaining stratified random samples from statistically dependent random variables is described. The proposed method can be used to obtain samples from the input space of a computer forward model in estimating expectations…

Methodology · Statistics 2019-11-25 Anirban Mondal , Abhijit Mandal

Time series generation is widely used in real-world applications such as simulation, data augmentation, and hypothesis testing. Recently, diffusion models have emerged as the de facto approach to time series generation, enabling diverse…

Machine Learning · Computer Science 2025-12-25 Jinseong Park , Seungyun Lee , Woojin Jeong , Yujin Choi , Jaewook Lee

Diffusions are a fundamental class of models in many fields, including finance, engineering, and biology. Simulating diffusions is challenging as their sample paths are infinite-dimensional and their transition functions are typically…

Methodology · Statistics 2021-06-11 Paul A. Jenkins , Murray Pollock , Gareth O. Roberts , Michael Sørensen

Discrete diffusion models are a class of generative models that produce samples from an approximated data distribution within a discrete state space. Often, there is a need to target specific regions of the data distribution. Current…

Machine Learning · Computer Science 2025-09-03 Cheuk Kit Lee , Paul Jeha , Jes Frellsen , Pietro Lio , Michael Samuel Albergo , Francisco Vargas

Modeling the dynamics from sparsely time-resolved snapshot data is crucial for understanding complex cellular processes and behavior. Existing methods leverage optimal transport, Schr\"odinger bridge theory, or their variants to…

Machine Learning · Computer Science 2025-10-28 Zhenyi Zhang , Zihan Wang , Yuhao Sun , Tiejun Li , Peijie Zhou

We propose the characteristic generator, a novel one-step generative model that combines the efficiency of sampling in Generative Adversarial Networks (GANs) with the stable performance of flow-based models. Our model is driven by…

Machine Learning · Computer Science 2025-12-29 Zhao Ding , Chenguang Duan , Yuling Jiao , Ruoxuan Li , Jerry Zhijian Yang , Pingwen Zhang

Geophysical inverse problems are often ill-posed and admit multiple solutions. Conventional discriminative methods typically yield a single deterministic solution, which fails to model the posterior distribution, cannot generate diverse…

This paper introduces a new approach to generating sample paths of unknown Markovian stochastic differential equations (SDEs) using diffusion models, a class of generative AI methods commonly employed in image and video applications. Unlike…

Machine Learning · Computer Science 2026-03-17 Xuefeng Gao , Jiale Zha , Xun Yu Zhou

The advance of diffusion-based generative models in recent years has revolutionized state-of-the-art (SOTA) techniques in a wide variety of image analysis and synthesis tasks, whereas their adaptation on image restoration, particularly…

Image and Video Processing · Electrical Eng. & Systems 2024-07-09 Luzhe Huang , Xiongye Xiao , Shixuan Li , Jiawen Sun , Yi Huang , Aydogan Ozcan , Paul Bogdan

Score-based generative models (SGMs) have recently emerged as a promising class of generative models. However, a fundamental limitation is that their inference is very slow due to a need for many (e.g., 2000) iterations of sequential…

Computer Vision and Pattern Recognition · Computer Science 2022-12-06 Hengyuan Ma , Li Zhang , Xiatian Zhu , Jianfeng Feng

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

Despite their ability to generate high-resolution and diverse images from text prompts, text-to-image diffusion models often suffer from slow iterative sampling processes. Model distillation is one of the most effective directions to…

Computer Vision and Pattern Recognition · Computer Science 2024-11-19 Thuan Hoang Nguyen , Anh Tran

Motivation: Single-cell RNA sequencing (scRNA-seq) is a groundbreaking technology extensively utilized in biological research, facilitating the examination of gene expression at the individual cell level within a given tissue sample. While…

Machine Learning · Computer Science 2024-04-10 Shengze Dong , Zhuorui Cui , Ding Liu , Jinzhi Lei

We propose DiffSep, a new single channel source separation method based on score-matching of a stochastic differential equation (SDE). We craft a tailored continuous time diffusion-mixing process starting from the separated sources and…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-03 Robin Scheibler , Youna Ji , Soo-Whan Chung , Jaeuk Byun , Soyeon Choe , Min-Seok Choi

Graph generative models have broad applications in biology, chemistry and social science. However, modelling and understanding the generative process of graphs is challenging due to the discrete and high-dimensional nature of graphs, as…

Machine Learning · Computer Science 2022-12-06 Han Huang , Leilei Sun , Bowen Du , Yanjie Fu , Weifeng Lv
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