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Simulating the conditioned dynamics of diffusion processes, given their initial and terminal states, is an important but challenging problem in the sciences. The difficulty is particularly pronounced for rare events, for which the…

Machine Learning · Statistics 2026-04-23 Samuel Howard , Nikolas Nüsken , Jakiw Pidstrigach

We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…

Computation · Statistics 2025-06-19 Jeremy Heng , Valentin De Bortoli , Arnaud Doucet , James Thornton

With a view to statistical inference for discretely observed diffusion models, we propose simple methods of simulating diffusion bridges, approximately and exactly. Diffusion bridge simulation plays a fundamental role in likelihood and…

Statistics Theory · Mathematics 2014-03-10 Mogens Bladt , Michael Sørensen

We propose simple methods for multivariate diffusion bridge simulation, which plays a fundamental role in simulation-based likelihood and Bayesian inference for stochastic differential equations. By a novel application of classical coupling…

Statistics Theory · Mathematics 2014-06-02 Mogens Bladt , Samuel Finch , Michael Sørensen

Learning diffusion bridge models is easy; making them fast and practical is an art. Diffusion bridge models (DBMs) are a promising extension of diffusion models for applications in image-to-image translation. However, like many modern…

Machine Learning · Computer Science 2025-08-19 Nikita Gushchin , David Li , Daniil Selikhanovych , Evgeny Burnaev , Dmitry Baranchuk , Alexander Korotin

Diffusion Bridge and Flow Matching have both demonstrated compelling empirical performance in transformation between arbitrary distributions. However, there remains confusion about which approach is generally preferable, and the substantial…

Computer Vision and Pattern Recognition · Computer Science 2025-09-30 Kaizhen Zhu , Mokai Pan , Zhechuan Yu , Jingya Wang , Jingyi Yu , Ye Shi

Denoising diffusion bridge models (DDBMs) are a powerful variant of diffusion models for interpolating between two arbitrary paired distributions given as endpoints. Despite their promising performance in tasks like image translation, DDBMs…

Machine Learning · Computer Science 2025-05-01 Kaiwen Zheng , Guande He , Jianfei Chen , Fan Bao , Jun Zhu

Let X be the mild solution to a semilinear stochastic partial differential equation. In this article, we develop methodology to sample from the infinite-dimensional diffusion bridge that arises from conditioning X on a linear transformation…

Probability · Mathematics 2025-03-18 Thorben Pieper-Sethmacher , Frank van der Meulen , Aad van der Vaart

In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering the simulation of conditioned (jump) diffusion bridge sample paths in light of…

Methodology · Statistics 2015-05-13 Murray Pollock

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

Modality translation is inherently under-constrained, as multiple cross-modal mappings may yield the same marginals. Recent work has shown that diffusion bridges are effective for this task. However, most existing approaches rely on fully…

Machine Learning · Computer Science 2026-05-13 Eitan Kosman , Gabriele Serussi , Chaim Baskin

High-fidelity, high-resolution numerical simulations are crucial for studying complex multiscale phenomena in fluid dynamics, such as turbulent flows and ocean waves. However, direct numerical simulations with high-resolution solvers are…

Numerical Analysis · Mathematics 2025-04-14 Wuzhe Xu , Yulong Lu , Lian Shen , Anqing Xuan , Ali Barzegari

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

Stochastically evolving geometric systems are studied in shape analysis and computational anatomy for modelling random evolutions of human organ shapes. The notion of geodesic paths between shapes is central to shape analysis and has a…

Numerical Analysis · Mathematics 2022-12-01 Alexis Arnaudon , Frank van der Meulen , Moritz Schauer , Stefan Sommer

We provide a general framework for learning diffusion bridges that transport prior to target distributions. It includes existing diffusion models for generative modeling, but also underdamped versions with degenerate diffusion matrices,…

Machine Learning · Computer Science 2025-08-14 Denis Blessing , Julius Berner , Lorenz Richter , Gerhard Neumann

Imitation learning with diffusion models has advanced robotic control by capturing the multi-modal action distributions. However, existing methods typically treat observations only as high-level conditions to the denoising network, rather…

Artificial Intelligence · Computer Science 2026-02-05 Zhaoyang Liu , Mokai Pan , Zhongyi Wang , Kaizhen Zhu , Haotao Lu , Haipeng Zhang , Jingya Wang , Ye Shi

Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on…

Probability · Mathematics 2024-04-24 Erlend Grong , Karen Habermann , Stefan Sommer

Diffusion models are powerful generative models that map noise to data using stochastic processes. However, for many applications such as image editing, the model input comes from a distribution that is not random noise. As such, diffusion…

Computer Vision and Pattern Recognition · Computer Science 2023-12-06 Linqi Zhou , Aaron Lou , Samar Khanna , Stefano Ermon

We present a method to downscale idealized geophysical fluid simulations using generative models based on diffusion maps. By analyzing the Fourier spectra of images drawn from different data distributions, we show how one can chain together…

Machine Learning · Computer Science 2023-05-04 Tobias Bischoff , Katherine Deck

Stable Diffusion fine-tuning technique is tried to assist bridge-type innovation. The bridge real photo dataset is built, and Stable Diffusion is fine tuned by using four methods that are Textual Inversion, Dreambooth, Hypernetwork and…

Machine Learning · Computer Science 2024-09-25 Leye Zhang , Xiangxiang Tian , Chengli Zhang , Hongjun Zhang
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