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In this work, we revisit the discrete-time Schr\"{o}dinger Bridge (SB) and Density Steering (DS) problems for Gaussian mixture model (GMM) boundary distributions. Building on the existing literature, we construct a set of feasible Markovian…

Systems and Control · Electrical Eng. & Systems 2026-04-02 George Rapakoulias , Fengjiao Liu , Panagiotis Tsiotras

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

Modern distribution matching algorithms for training diffusion or flow models directly prescribe the time evolution of the marginal distributions between two boundary distributions. In this work, we consider a generalized distribution…

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

Schr\"{o}dinger bridge can be viewed as a continuous-time stochastic control problem where the goal is to find an optimally controlled diffusion process whose terminal distribution coincides with a pre-specified target distribution. We…

Machine Learning · Statistics 2024-04-23 Jhanvi Garg , Xianyang Zhang , Quan Zhou

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

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

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

Schr\"odinger bridges (SBs) provide an elegant framework for modeling the temporal evolution of populations in physical, chemical, or biological systems. Such natural processes are commonly subject to changes in population size over time…

Machine Learning · Computer Science 2023-06-16 Matteo Pariset , Ya-Ping Hsieh , Charlotte Bunne , Andreas Krause , Valentin De Bortoli

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

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

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

Diffusion models (DMs), which enable both image generation from noise and inversion from data, have inspired powerful unpaired image-to-image (I2I) translation algorithms. However, they often require a larger number of neural function…

Computer Vision and Pattern Recognition · Computer Science 2024-11-25 Jeongsol Kim , Beomsu Kim , Jong Chul Ye

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

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

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

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

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…

The Mean-Field Schrodinger Bridge (MFSB) problem is an optimization problem aiming to find the minimum effort control policy to drive a McKean-Vlassov stochastic differential equation from one probability measure to another. In the context…

Machine Learning · Computer Science 2025-06-19 George Rapakoulias , Ali Reza Pedram , Panagiotis Tsiotras
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