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

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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…

Solving transport problems, i.e. finding a map transporting one given distribution to another, has numerous applications in machine learning. Novel mass transport methods motivated by generative modeling have recently been proposed, e.g.…

Machine Learning · Statistics 2023-12-13 Yuyang Shi , Valentin De Bortoli , Andrew Campbell , Arnaud Doucet

The classical Schrodinger bridge seeks the most likely probability law for a diffusion process, in path space, that matches marginals at two end points in time; the likelihood is quantified by the relative entropy between the sought law and…

Mathematical Physics · Physics 2015-06-19 Tryphon T. Georgiou , Michele Pavon

A Schr\"odinger bridge is the most probable time-dependent probability distribution that connects an initial probability distribution $w_{i}$ to a final one $w_{f}$. The problem has been solved and widely used for the case of simple…

Statistical Mechanics · Physics 2025-07-02 Henri Orland

Recently, a series of papers proposed deep learning-based approaches to sample from target distributions using controlled diffusion processes, being trained only on the unnormalized target densities without access to samples. Building on…

Machine Learning · Computer Science 2024-05-24 Lorenz Richter , Julius Berner

Schr\"odinger bridges have emerged as an enabling framework for unveiling the stochastic dynamics of systems based on marginal observations at different points in time. The terminology "bridge'' refers to a probability law that suitably…

Statistical Mechanics · Physics 2024-03-05 Olga Movilla Miangolarra , Asmaa Eldesoukey , Tryphon T. Georgiou

We study stochastic density control between Gaussian-mixture endpoint distributions under Brownian prior dynamics. Since the direct Schr\"odinger bridge between Gaussian mixtures is generally not available in closed form, we introduce a…

Optimization and Control · Mathematics 2026-05-26 Siddhartha Ganguly , George Rapakoulias , Panagiotis Tsiotras

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

The Entropic Optimal Transport (EOT) problem and its dynamic counterpart, the Schr\"odinger bridge (SB) problem, play an important role in modern machine learning, linking generative modeling with optimal transport theory. While recent…

Schr\"odinger bridge (SB) has emerged as the go-to method for optimizing transportation plans in diffusion models. However, SB requires estimating the intractable forward score functions, inevitably resulting in the costly implicit training…

Machine Learning · Computer Science 2025-05-27 Wei Deng , Weijian Luo , Yixin Tan , Marin Biloš , Yu Chen , Yuriy Nevmyvaka , Ricky T. Q. Chen

This study employs a neural network that represents the solution to a Schr\"odinger bridge problem to perform super-resolution of 2-m temperature in an urban area. Schr\"odinger bridges generally describe transformations between two data…

Atmospheric and Oceanic Physics · Physics 2025-12-15 Yuki Yasuda , Ryo Onishi

Connecting optimal transport and variational inference, we present a principled and systematic framework for sampling and generative modelling centred around divergences on path space. Our work culminates in the development of the…

Machine Learning · Statistics 2025-05-08 Francisco Vargas , Shreyas Padhy , Denis Blessing , Nikolas Nüsken

Score-based diffusion models are frequently employed as structural priors in inverse problems. However, their iterative denoising process, initiated from Gaussian noise, often results in slow inference speeds. The Image-to-Image…

Image and Video Processing · Electrical Eng. & Systems 2024-07-08 Yuang Wang , Pengfei Jin , Siyeop Yoon , Matthew Tivnan , Quanzheng Li , Li Zhang , Dufan Wu

Diffusion bridges have shown potential in paired image-to-image (I2I) translation tasks. However, existing methods are limited by their unidirectional nature, requiring separate models for forward and reverse translations. This not only…

Computer Vision and Pattern Recognition · Computer Science 2025-02-28 Duc Kieu , Kien Do , Toan Nguyen , Dang Nguyen , Thin Nguyen

Recent advances in flow-based generative modelling have provided scalable methods for computing the Schr\"odinger Bridge (SB) between distributions, a dynamic form of entropy-regularised Optimal Transport (OT) for the quadratic cost. The…

Machine Learning · Statistics 2025-11-04 Samuel Howard , Peter Potaptchik , George Deligiannidis

In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…

Optimization and Control · Mathematics 2025-07-17 Vishwak Srinivasan , Qijia Jiang

Practitioners often aim to infer an unobserved population trajectory using sample snapshots at multiple time points. E.g., given single-cell sequencing data, scientists would like to learn how gene expression changes over a cell's life…

Machine Learning · Statistics 2025-06-02 Yunyi Shen , Renato Berlinghieri , Tamara Broderick

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

Recent diffusion probabilistic models (DPM) in the field of pansharpening have been gradually gaining attention and have achieved state-of-the-art (SOTA) performance. In this paper, we identify shortcomings in directly applying DPMs to the…

Computer Vision and Pattern Recognition · Computer Science 2024-04-18 Zihan Cao , Xiao Wu , Liang-Jian Deng

The Schr\"odinger Bridge (SB) problem offers a powerful framework for combining optimal transport and diffusion models. A promising recent approach to solve the SB problem is the Iterative Markovian Fitting (IMF) procedure, which alternates…

Machine Learning · Computer Science 2024-11-06 Nikita Gushchin , Daniil Selikhanovych , Sergei Kholkin , Evgeny Burnaev , Alexander Korotin