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Denoising diffusion models have recently emerged as a powerful class of generative models. They provide state-of-the-art results, not only for unconditional simulation, but also when used to solve conditional simulation problems arising in…

Machine Learning · Statistics 2022-06-28 Yuyang Shi , Valentin De Bortoli , George Deligiannidis , Arnaud Doucet

We consider the problem of sampling from an unknown distribution for which only a sufficiently large number of training samples are available. Such settings have recently drawn considerable interest in the context of generative modelling…

Machine Learning · Statistics 2024-10-24 Georg A. Gottwald , Fengyi Li , Youssef Marzouk , Sebastian Reich

We propose to learn a generative model via entropy interpolation with a Schr\"{o}dinger Bridge. The generative learning task can be formulated as interpolating between a reference distribution and a target distribution based on the…

Machine Learning · Computer Science 2021-08-02 Gefei Wang , Yuling Jiao , Qian Xu , Yang Wang , Can Yang

Generating samples from a probability distribution is a fundamental task in machine learning and statistics. This article proposes a novel scheme for sampling from a distribution for which the probability density $\mu({\bf x})$ for ${\bf…

Computation · Statistics 2024-05-22 Hanwen Huang

At the core of modern generative modeling frameworks, including diffusion models, score-based models, and flow matching, is the task of transforming a simple prior distribution into a complex target distribution through stochastic paths in…

Machine Learning · Computer Science 2026-03-20 Sophia Tang

This paper aims to conduct a comprehensive theoretical analysis of current diffusion models. We introduce a novel generative learning methodology utilizing the Schr{\"o}dinger bridge diffusion model in latent space as the framework for…

Machine Learning · Statistics 2024-12-24 Yuling Jiao , Lican Kang , Huazhen Lin , Jin Liu , Heng Zuo

Compared to the existing function-based models in deep generative modeling, the recently proposed diffusion models have achieved outstanding performance with a stochastic-process-based approach. But a long sampling time is required for this…

Machine Learning · Computer Science 2022-08-16 Ki-Ung Song

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

Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE),…

Machine Learning · Statistics 2023-04-06 Valentin De Bortoli , James Thornton , Jeremy Heng , Arnaud Doucet

Score-based generative models have recently attracted significant attention for their ability to generate high-fidelity data by learning maps from simple Gaussian priors to complex data distributions. A natural generalization of this idea…

Computation · Statistics 2025-11-19 Hanwen Huang

Deep Ensemble (DE) approach is a straightforward technique used to enhance the performance of deep neural networks by training them from different initial points, converging towards various local optima. However, a limitation of this…

Machine Learning · Computer Science 2024-04-25 Hyunsu Kim , Jongmin Yoon , Juho Lee

The dynamic Schr\"odinger bridge problem seeks a stochastic process that defines a transport between two target probability measures, while optimally satisfying the criteria of being closest, in terms of Kullback-Leibler divergence, to a…

Machine Learning · Statistics 2023-12-25 Stefano Peluchetti

Recently, diffusion-based generative models have demonstrated remarkable performance in speech enhancement tasks. However, these methods still encounter challenges, including the lack of structural information and poor performance in low…

Audio and Speech Processing · Electrical Eng. & Systems 2024-09-16 Siyi Wang , Siyi Liu , Andrew Harper , Paul Kendrick , Mathieu Salzmann , Milos Cernak

Schr\"odinger Bridge (SB) is an entropy-regularized optimal transport problem that has received increasing attention in deep generative modeling for its mathematical flexibility compared to the Scored-based Generative Model (SGM). However,…

Machine Learning · Statistics 2023-04-04 Tianrong Chen , Guan-Horng Liu , Evangelos A. Theodorou

This paper proposes a generative speech enhancement model based on Schr\"odinger bridge (SB). The proposed model is employing a tractable SB to formulate a data-to-data process between the clean speech distribution and the observed noisy…

Audio and Speech Processing · Electrical Eng. & Systems 2024-07-24 Ante Jukić , Roman Korostik , Jagadeesh Balam , Boris Ginsburg

We propose a novel generative model for time series based on Schr{\"o}dinger bridge (SB) approach. This consists in the entropic interpolation via optimal transport between a reference probability measure on path space and a target measure…

Optimization and Control · Mathematics 2023-04-12 Mohamed Hamdouche , Pierre Henry-Labordere , Huyên Pham

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

Generative diffusion models use time-forward and backward stochastic differential equations to connect the data and prior distributions. While conventional diffusion models (e.g., score-based models) only learn the backward process, more…

Machine Learning · Computer Science 2024-12-25 Kentaro Kaba , Reo Shimizu , Masayuki Ohzeki , Yuki Sughiyama

We propose a deep generative approach to sampling from a conditional distribution based on a unified formulation of conditional distribution and generalized nonparametric regression function using the noise-outsourcing lemma. The proposed…

Statistics Theory · Mathematics 2021-10-22 Xingyu Zhou , Yuling Jiao , Jin Liu , Jian Huang

We introduce an ordinary differential equation (ODE) based deep generative method for learning conditional distributions, named Conditional F\"ollmer Flow. Starting from a standard Gaussian distribution, the proposed flow could approximate…

Machine Learning · Statistics 2025-10-14 Jinyuan Chang , Zhao Ding , Yuling Jiao , Ruoxuan Li , Jerry Zhijian Yang
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