Related papers: Schr\"odinger Bridge Problem for Jump Diffusions
In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…
Scientists often want to make predictions beyond the observed time horizon of "snapshot" data following latent stochastic dynamics. For example, in time course single-cell mRNA profiling, scientists have access to cellular transcriptional…
We propose a novel problem formulation of continuous-time information propagation on heterogenous networks based on jump stochastic differential equations (SDE). The structure of the network and activation rates between nodes are naturally…
We present Schr\"odinger Bridge Mamba (SBM), a novel model for efficient speech enhancement by integrating the Schr\"odinger Bridge (SB) training paradigm and the Mamba architecture. Experiments of joint denoising and dereverberation tasks…
This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…
We derive Wasserstein distance bounds between the probability distributions of a stochastic integral (It\^o) process with jumps $(X_t)_{t\in [0,T]}$ and a jump-diffusion process $(X^\ast_t)_{t\in [0,T]}$. Our bounds are expressed using the…
In recent advancements in proton therapy, MR-based treatment planning is gaining momentum to minimize additional radiation exposure compared to traditional CT-based methods. This transition highlights the critical need for accurate MR-to-CT…
This paper is concerned with the efficient numerical treatment of 1D stationary Schr\"odinger equations in the semi-classical limit when including a turning point of first order. For the considered scattering problems we show that the wave…
A solution to the optimal problem for determining vector fields which maximize (resp. minimize) the transition probabilities from one location to another for a class of reflecting diffusion processes is obtained in the present paper. The…
We study the problem of unbiased estimation of expectations with respect to (w.r.t.) $\pi$ a given, general probability measure on $(\mathbb{R}^d,\mathcal{B}(\mathbb{R}^d))$ that is absolutely continuous with respect to a standard Gaussian…
We introduce the snowblower problem (SBP), a new optimization problem that is closely related to milling problems and to some material-handling problems. The objective in the SBP is to compute a short tour for the snowblower to follow to…
Recent advancements in optimization-based text-to-3D generation heavily rely on distilling knowledge from pre-trained text-to-image diffusion models using techniques like Score Distillation Sampling (SDS), which often introduce artifacts…
This paper models the classical diffusion of a main particle through a heatbath by means of a pre-limit microscopic representation of its drifted momentum and energy transfers at collision times. The collision point linear interpolated path…
Diffusion models break down the challenging task of generating data from high-dimensional distributions into a series of easier denoising steps. Inspired by this paradigm, we propose a novel approach that extends the diffusion framework…
Erwin Schroedinger posed, and to a large extent solved in 1931/32 the problem of finding the most likely random evolution between two continuous probability distributions. This article considers this problem in the case when only samples of…
We present simulation-free score and flow matching ([SF]$^2$M), a simulation-free objective for inferring stochastic dynamics given unpaired samples drawn from arbitrary source and target distributions. Our method generalizes both the…
Diffusion bridge models offer a powerful framework for connecting two data distributions, such as in image restoration and translation. Many existing methods learn this bridge by mimicking the score-matching formulation of standard…
The purpose of this article is to study a new problem of stochastic control, related to Walsh's spider diffusion, named: stochastic optimal scattering control. The optimal scattering control of the spider diffusion at the junction point is…
We analyze the matter wave transmission above a step potential within the framework of the cubic-nonlinear Schr\"odinger equation. We present a comprehensive analysis of the corresponding stationary problem based on an exact second-order…
Exploiting a fluid dynamic formulation for which a probabilistic counterpart might not be available, we extend the theory of Schroedinger bridges to the case of inertial particles with losses and general, possibly singular diffusion…