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Related papers: BM$^2$: Coupled Schr\"{o}dinger Bridge Matching

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Understanding complex systems by inferring trajectories from sparse sample snapshots is a fundamental challenge in a wide range of domains, e.g., single-cell biology, meteorology, and economics. Despite advancements in Bridge and Flow…

Predicting single-cell perturbation outcomes directly advances gene function analysis and facilitates drug candidate selection, making it a key driver of both basic and translational biomedical research. However, a major bottleneck in this…

Machine Learning · Computer Science 2025-11-18 Changxi Chi , Yufei Huang , Jun Xia , Jiangbin Zheng , Yunfan Liu , Zelin Zang , Stan Z. Li

Transporting between arbitrary distributions is a fundamental goal in generative modeling. Recently proposed diffusion bridge models provide a potential solution, but they rely on a joint distribution that is difficult to obtain in…

Machine Learning · Computer Science 2025-03-03 Jun Hyeong Kim , Seonghwan Kim , Seokhyun Moon , Hyeongwoo Kim , Jeheon Woo , Woo Youn Kim

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…

Machine Learning · Computer Science 2023-11-27 Ella Tamir , Martin Trapp , Arno Solin

Denoising diffusion models are a novel class of generative models that have recently become extremely popular in machine learning. In this paper, we describe how such ideas can also be used to sample from posterior distributions and, more…

Computation · Statistics 2023-08-29 Jeremy Heng , Valentin De Bortoli , Arnaud Doucet

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…

Machine Learning · Computer Science 2025-10-15 George Rapakoulias , Ali Reza Pedram , Fengjiao Liu , Lingjiong Zhu , Panagiotis Tsiotras

This paper introduces a novel deep learning based method, named bridge neural network (BNN) to dig the potential relationship between two given data sources task by task. The proposed approach employs two convolutional neural networks that…

Machine Learning · Computer Science 2019-06-27 Yao Xu , Xueshuang Xiang , Meiyu Huang

Understanding the continuous evolution of populations from discrete temporal snapshots is a critical research challenge, particularly in fields like developmental biology and systems medicine where longitudinal tracking of individual…

Machine Learning · Statistics 2025-10-21 Byoungwoo Park , Juho Lee

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

Many natural dynamic processes -- such as in vivo cellular differentiation or disease progression -- can only be observed through the lens of static sample snapshots. While challenging, reconstructing their temporal evolution to decipher…

Machine Learning · Computer Science 2025-12-08 Thomas Gravier , Thomas Boyer , Auguste Genovesio

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…

Optimization and Control · Mathematics 2024-12-05 Daniel Owusu Adu , Yongxin Chen

Mass transport problems arise in many areas of machine learning whereby one wants to compute a map transporting one distribution to another. Generative modeling techniques like Generative Adversarial Networks (GANs) and Denoising Diffusion…

Machine Learning · Computer Science 2024-09-17 Valentin De Bortoli , Iryna Korshunova , Andriy Mnih , Arnaud Doucet

The Schr\"odinger bridge problem (SBP) finds the most likely stochastic evolution between two probability distributions given a prior stochastic evolution. As well as applications in the natural sciences, problems of this kind have…

Machine Learning · Statistics 2022-05-31 Francisco Vargas , Pierre Thodoroff , Neil D. Lawrence , Austen Lamacraft

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,…

Mathematical Finance · Quantitative Finance 2026-02-24 Stefano De Marco , Huyên Pham , Davide Zanni

In this paper, we show a large deviation principle for certain sequences of static Schr\"{o}dinger bridges, typically motivated by a scale-parameter decreasing towards zero, extending existing large deviation results to cover a wider range…

Probability · Mathematics 2025-06-23 Viktor Nilsson , Pierre Nyquist

We study the least-energy way to reshape a probability distribution when motion is constrained to a horizontal bundle, that is, optimal transport and distribution steering in sub-Riemannian geometry, motivated by density control over…

Optimization and Control · Mathematics 2026-05-18 Daniel Owusu Adu , Karthik Elamvazhuthi , Bahman Gharesifard

We propose Image-to-Image Schr\"odinger Bridge (I$^2$SB), a new class of conditional diffusion models that directly learn the nonlinear diffusion processes between two given distributions. These diffusion bridges are particularly useful for…

Computer Vision and Pattern Recognition · Computer Science 2023-05-29 Guan-Horng Liu , Arash Vahdat , De-An Huang , Evangelos A. Theodorou , Weili Nie , Anima Anandkumar

We study the Schr\"odinger bridge problem when the endpoint distributions are available only through samples. Classical computational approaches estimate Schr\"odinger potentials via Sinkhorn iterations on empirical measures and then…

Machine Learning · Statistics 2026-02-10 Denis Belomestny , Alexey Naumov , Nikita Puchkin , Denis Suchkov

We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…

Machine Learning · Computer Science 2023-11-02 Nikita Gushchin , Alexander Kolesov , Alexander Korotin , Dmitry Vetrov , Evgeny Burnaev

The solution of the path structured multimarginal Schr\"{o}dinger bridge problem (MSBP) is the most-likely measure-valued trajectory consistent with a sequence of observed probability measures or distributional snapshots. We leverage recent…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Georgiy A. Bondar , Robert Gifford , Linh Thi Xuan Phan , Abhishek Halder