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The bridge problem is to find an SDE (or sometimes an ODE) that bridges two given distributions. The application areas of the bridge problem are enormous, among which the recent generative modeling (e.g., conditional or unconditional image…

Machine Learning · Computer Science 2025-09-15 Minyoung Kim

Motivated by applications in trajectory inference and particle tracking, we introduce Smooth Schr\"odinger Bridges. Our proposal generalizes prior work by allowing the reference process in the Schr\"odinger Bridge problem to be a smooth…

Machine Learning · Statistics 2025-03-04 Wanli Hong , Yuliang Shi , Jonathan Niles-Weed

The proposed BSDE-based diffusion model represents a novel approach to diffusion modeling, which extends the application of stochastic differential equations (SDEs) in machine learning. Unlike traditional SDE-based diffusion models, our…

Machine Learning · Computer Science 2023-04-27 Zihao Wang

A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set of observations of this vector. The probability distribution…

Probability · Mathematics 2016-08-24 Christian Soize , Roger Ghanem

We present Path Integral Sampler~(PIS), a novel algorithm to draw samples from unnormalized probability density functions. The PIS is built on the Schr\"odinger bridge problem which aims to recover the most likely evolution of a diffusion…

Machine Learning · Computer Science 2022-03-11 Qinsheng Zhang , Yongxin Chen

Diffusion models have emerged as a powerful framework for generative tasks in deep learning. They decompose generative modeling into two computational primitives: deterministic neural-network evaluation and stochastic sampling. Current…

Machine Learning · Computer Science 2026-03-31 Nihal Sanjay Singh , Mazdak Mohseni-Rajaee , Shaila Niazi , Kerem Y. Camsari

We propose a novel method for simulating conditioned diffusion processes (diffusion bridges) in Euclidean spaces. By training a neural network to approximate bridge dynamics, our approach eliminates the need for computationally intensive…

Machine Learning · Statistics 2025-06-23 Gefan Yang , Frank van der Meulen , Stefan Sommer

Simulating trajectories of multi-particle systems on complex energy landscapes is a central task in molecular dynamics (MD) and drug discovery, but remains challenging at scale due to computationally expensive and long simulations. Previous…

Machine Learning · Computer Science 2025-11-11 Sophia Tang , Yinuo Zhang , Pranam Chatterjee

This work studies the Schr\"odinger bridge problem for the kinematic equation on a compact connected Lie group. The objective is to steer a controlled diffusion between given initial and terminal densities supported over the Lie group while…

Optimization and Control · Mathematics 2026-03-23 Hamza Mahmood , Abhishek Halder , Adeel Akhtar

This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…

Machine Learning · Statistics 2025-06-25 Galen Reeves , Henry D. Pfister

Estimation of parameters of a diffusion based on discrete time observations poses a difficult problem due to the lack of a closed form expression for the likelihood. From a Bayesian computational perspective it can be casted as a missing…

Computation · Statistics 2017-05-30 Frank van der Meulen , Moritz Schauer

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

Modern generative models can be understood as probability transport from a simple base distribution to a target data distribution. Deterministic transport models offer tractable velocity-field parameterizations, whereas stochastic…

Machine Learning · Computer Science 2026-05-19 Xingyu Song , Yuan Mei , Naoya Takeishi

Diffusion models serve as a powerful generative framework for solving inverse problems. However, they still face two key challenges: 1) the distortion-perception tradeoff, where improving perceptual quality often degrades reconstruction…

Machine Learning · Computer Science 2025-11-20 Qing Yao , Lijian Gao , Qirong Mao , Ming Dong

Diffusion models achieve strong generation quality, diversity, and distribution coverage, but their performance often comes with expensive inference. In this work, we propose Stochastic Transition-Map Distillation (STMD), a teacher-free…

Machine Learning · Computer Science 2026-05-11 George Rapakoulias , Peter Garud , Lingjiong Zhu , Panagiotis Tsiotras

Multi-marginal Optimal Transport (mOT), a generalization of OT, aims at minimizing the integral of a cost function with respect to a distribution with some prescribed marginals. In this paper, we consider an entropic version of mOT with a…

Machine Learning · Statistics 2023-10-31 Maxence Noble , Valentin De Bortoli , Arnaud Doucet , Alain Durmus

Computed tomography (CT) is a cornerstone imaging modality for non-invasive, high-resolution visualization of internal anatomical structures. However, when the scanned object exceeds the scanner's field of view (FOV), projection data are…

Image and Video Processing · Electrical Eng. & Systems 2026-04-09 Zhenhao Li , Song Ni , Long Yang , Xiaojie Yin , Haijun Yu , Jiazhou Wang , Hongbin Han , Weigang Hu , Yixing Huang

Diffusion models have emerged as a dominant framework for generative modeling, but their mathematical foundations are often presented separately through diffusion probabilistic models, score-based modeling, stochastic differential…

Machine Learning · Computer Science 2026-05-29 Jiayi Fu , Yuxia Wang

Recent developments in generative modeling have utilized score-based methods coupled with stochastic differential equations to sample from complex probability distributions. However, these and other performant sampling methods generally…

Machine Learning · Computer Science 2025-06-03 Bryan Riel , Tobias Bischoff

The Schr\"odinger Bridge (SB) is a powerful framework for solving generative modeling tasks such as unpaired domain translation. Most SB-related research focuses on continuous data space $\mathbb{R}^{D}$ and leaves open theoretical and…

Machine Learning · Computer Science 2025-08-19 Grigoriy Ksenofontov , Alexander Korotin