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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

The Schr\"odinger Bridge (SB) problem has become a fundamental tool in computational optimal transport and generative modeling. To address this problem, ideal methods such as Iterative Proportional Fitting and Iterative Markovian Fitting…

Machine Learning · Statistics 2025-10-27 Marta Gentiloni Silveri , Giovanni Conforti , Alain Durmus

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

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

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

This paper aims to unify Score-based Generative Models (SGMs), also known as Diffusion models, and the Schr\"odinger Bridge (SB) problem through three reparameterization techniques: Iterative Proportional Mean-Matching (IPMM), Iterative…

Computer Vision and Pattern Recognition · Computer Science 2025-08-26 Zhicong Tang , Tiankai Hang , Shuyang Gu , Dong Chen , Baining Guo

We consider the discrete-time Schr\"odinger bridge problem on a finite state space. Although it has been known that the Iterative Markovian Fitting (IMF) algorithm converges in Kullback-Leibler divergence to the ground truth solution, the…

Information Theory · Computer Science 2025-08-12 Kirill Sokolov , Alexander Korotin

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

Consider a reference Markov process with initial distribution $\pi_{0}$ and transition kernels $\{M_{t}\}_{t\in[1:T]}$, for some $T\in\mathbb{N}$. Assume that you are given distribution $\pi_{T}$, which is not equal to the marginal…

Computation · Statistics 2020-01-01 Espen Bernton , Jeremy Heng , Arnaud Doucet , Pierre E. Jacob

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

A common network inference problem, arising from real-world data constraints, is how to infer a dynamic network from its time-aggregated adjacency matrix and time-varying marginals (i.e., row and column sums). Prior approaches to this…

Machine Learning · Statistics 2024-08-21 Serina Chang , Frederic Koehler , Zhaonan Qu , Jure Leskovec , Johan Ugander

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

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

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 mean-field Schr\"odinger bridge (MFSB) problem concerns designing a minimum-effort controller that guides a diffusion process with nonlocal interaction to reach a given distribution from another by a fixed deadline. Unlike the standard…

Optimization and Control · Mathematics 2026-04-10 Asmaa Eldesoukey , Yongxin Chen , Abhishek Halder

Diffusion-based models have demonstrated remarkable effectiveness in image restoration tasks; however, their iterative denoising process, which starts from Gaussian noise, often leads to slow inference speeds. The Image-to-Image…

Image and Video Processing · Electrical Eng. & Systems 2025-03-25 Yuang Wang , Siyeop Yoon , Pengfei Jin , Matthew Tivnan , Sifan Song , Zhennong Chen , Rui Hu , Li Zhang , Quanzheng Li , Zhiqiang Chen , Dufan Wu

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

This paper introduces a novel theoretical simplification of the Diffusion Schr\"odinger Bridge (DSB) that facilitates its unification with Score-based Generative Models (SGMs), addressing the limitations of DSB in complex data generation…

Machine Learning · Computer Science 2024-10-30 Zhicong Tang , Tiankai Hang , Shuyang Gu , Dong Chen , Baining Guo

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

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…

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