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In this paper, we study the Schr\"odinger Bridge Problem (SBP), which is central to entropic optimal transport. For general reference processes and begin--endpoint distributions, we propose a forward-reverse iterative Monte Carlo procedure…

Machine Learning · Statistics 2025-07-02 Denis Belomestny , John. Schoenmakers

This paper addresses sampling-based trajectory optimization for risk-aware navigation under stochastic dynamics. Typically such approaches operate by computing $\tilde{N}$ perturbed rollouts around the nominal dynamics to estimate the…

Robotics · Computer Science 2025-07-15 Basant Sharma , Arun Kumar Singh

Given two boundary distributions, the Schr\"odinger Bridge (SB) problem seeks the ``most likely`` random evolution between them with respect to a reference process. It has revealed rich connections to recent machine learning methods for…

Machine Learning · Computer Science 2025-06-03 Maosheng Yang

Generative Semantic Communication (GSC) is a promising solution for image transmission over narrow-band and high-noise channels. However, existing GSC methods rely on long, indirect transport trajectories from a Gaussian to an image…

Image and Video Processing · Electrical Eng. & Systems 2026-04-21 Dahua Gao , Ruichao Liu , Minxi Yang , Shuai Ma , Youlong Wu , Guangming Shi

Flow-based methods for sampling and generative modeling use continuous-time dynamical systems to represent a {transport map} that pushes forward a source measure to a target measure. The introduction of a time axis provides considerable…

Machine Learning · Statistics 2025-06-19 Panos Tsimpos , Zhi Ren , Jakob Zech , Youssef Marzouk

Recent low-thrust space missions have highlighted the importance of designing trajectories that are robust against uncertainties. In its complete form, this process is formulated as a nonlinear constrained stochastic optimal control…

Optimization and Control · Mathematics 2022-02-25 Naoya Ozaki , Stefano Campagnola , Ryu Funase

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang

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…

The aim of this paper is to recover displacement interpolations of probability measures, in the sense of the Optimal Transport theory, by semiclassical measures associated with solutions of Schr\"odinger equations defined on the flat torus.…

Analysis of PDEs · Mathematics 2018-04-18 L. Zanelli

The unbalanced Schr\"odinger bridge problem (uSBP) seeks to interpolate between a probability measure $\rho_0$ and a sub-probability measure $\rho_T$ while minimizing KL divergence to a reference measure $\mathbf{R}$ on a path space. In…

Probability · Mathematics 2025-12-16 Andrei Zlotchevski , Linan Chen

Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional…

Optimization and Control · Mathematics 2026-05-28 Tam Le

Visual navigation is a core challenge in Embodied AI, requiring autonomous agents to translate high-dimensional sensory observations into continuous, long-horizon action trajectories. While generative policies based on diffusion models and…

Robotics · Computer Science 2026-05-28 Wuyang Luan , Junhui Li , Weiguang Zhao , Wenjian Zhang , Tieru Wu , Rui Ma

The static optimal transport $(\mathrm{OT})$ problem between Gaussians seeks to recover an optimal map, or more generally a coupling, to morph a Gaussian into another. It has been well studied and applied to a wide variety of tasks. Here we…

Machine Learning · Computer Science 2023-04-03 Charlotte Bunne , Ya-Ping Hsieh , Marco Cuturi , Andreas Krause

We consider the fundamental problem of sampling the optimal transport coupling between given source and target distributions. In certain cases, the optimal transport plan takes the form of a one-to-one mapping from the source support to the…

Machine Learning · Computer Science 2025-10-28 Mara Daniels , Tyler Maunu , Paul Hand

Many real world stochastic control problems suffer from the "curse of dimensionality". To overcome this difficulty, we develop a deep learning approach that directly solves high-dimensional stochastic control problems based on Monte-Carlo…

Machine Learning · Computer Science 2016-11-23 Jiequn Han , Weinan E

Stochastic simulators are an indispensable tool in many branches of science. Often based on first principles, they deliver a series of samples whose distribution implicitly defines a probability measure to describe the phenomena of…

Data Analysis, Statistics and Probability · Physics 2022-01-19 Chris Pollard , Philipp Windischhofer

We characterize the Schr\"odinger bridge problems by a family of Mckean-Vlasov stochastic control problems with no terminal time distribution constraint. In doing so, we use the theory of Hilbert space embeddings of probability measures and…

Optimization and Control · Mathematics 2025-12-10 Yumiharu Nakano

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

In this paper we show an effective means of integrating data driven frameworks to sampling based optimal control to vastly reduce the compute time for easy adoption and adaptation to real time applications such as on-road autonomous driving…

Robotics · Computer Science 2023-10-23 Kaustab Pal , Aditya Sharma , Mohd Omama , Parth N. Shah , K. Madhava Krishna

The Schr\"odinger bridge problem (SBP) is gaining increasing attention in generative modeling and showing promising potential even in comparison with the score-based generative models (SGMs). SBP can be interpreted as an entropy-regularized…