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We study a semimartingale optimal transport problem interpolating between the Schr\"odinger bridge and the stretched Brownian motion associated with the Bass solution of the Skorokhod embedding problem. The cost combines an entropy term on…

Probability · Mathematics 2026-03-31 Pierre Henry-Labordere , Grégoire Loeper , Othmane Mazhar , Huyên Pham , Nizar Touzi

Simulating trajectories of multi-particle systems on complex energy landscapes is a central task in molecular dynamics (MD) and drug discovery, but remains challenging at scale due to computationally expensive and long simulations. Previous…

Machine Learning · Computer Science 2025-11-11 Sophia Tang , Yinuo Zhang , Pranam Chatterjee

Because diffusion models have shown impressive performances in a number of tasks, such as image synthesis, there is a trend in recent works to prove (with certain assumptions) that these models have strong approximation capabilities. In…

Machine Learning · Computer Science 2024-01-19 Yangming Li , Boris van Breugel , Mihaela van der Schaar

We survey continuous-time generative modeling methods based on transporting a simple reference distribution to a data distribution via stochastic or deterministic dynamics. We present a unified framework in which diffusion models,…

Machine Learning · Computer Science 2026-05-11 Aditya Ranganath , Mukesh Singhal

Learning to generate graphs is challenging as a graph is a set of pairwise connected, unordered nodes encoding complex combinatorial structures. Recently, several works have proposed graph generative models based on normalizing flows or…

Machine Learning · Computer Science 2023-06-21 Xiaohui Chen , Yukun Li , Aonan Zhang , Li-Ping Liu

Various gradient compression schemes have been proposed to mitigate the communication cost in distributed training of large scale machine learning models. Sign-based methods, such as signSGD, have recently been gaining popularity because of…

Optimization and Control · Mathematics 2021-06-25 Mher Safaryan , Peter Richtárik

The Schr\"odinger bridge problem (SBP) seeks to find the measure $\hat{\mathbf{P}}$ on a certain path space which interpolates between state-space distributions $\rho_0$ at time $0$ and $\rho_T$ at time $T$ while minimizing the KL…

Probability · Mathematics 2025-02-17 Andrei Zlotchevski , Linan Chen

Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on…

Probability · Mathematics 2024-04-24 Erlend Grong , Karen Habermann , Stefan Sommer

We consider the problem of sampling transition paths between two given metastable states of a molecular system, e.g. a folded and unfolded protein or products and reactants of a chemical reaction. Due to the existence of high energy…

Biomolecules · Quantitative Biology 2023-07-19 Lars Holdijk , Yuanqi Du , Ferry Hooft , Priyank Jaini , Bernd Ensing , Max Welling

We introduce the first continuous-time score-based generative model that leverages fractional diffusion processes for its underlying dynamics. Although diffusion models have excelled at capturing data distributions, they still suffer from…

We combine two advanced ideas widely used in optimization for machine learning: shuffling strategy and momentum technique to develop a novel shuffling gradient-based method with momentum, coined Shuffling Momentum Gradient (SMG), for…

Optimization and Control · Mathematics 2021-06-10 Trang H. Tran , Lam M. Nguyen , Quoc Tran-Dinh

Stein variational gradient descent (SVGD) is a recently proposed particle-based Bayesian inference method, which has attracted a lot of interest due to its remarkable approximation ability and particle efficiency compared to traditional…

Machine Learning · Statistics 2018-06-11 Jingwei Zhuo , Chang Liu , Jiaxin Shi , Jun Zhu , Ning Chen , Bo Zhang

Diffusion models (DMs) have been adopted across diverse fields with its remarkable abilities in capturing intricate data distributions. In this paper, we propose a Fast Diffusion Model (FDM) to significantly speed up DMs from a stochastic…

Computer Vision and Pattern Recognition · Computer Science 2023-10-05 Zike Wu , Pan Zhou , Kenji Kawaguchi , Hanwang Zhang

Denoising diffusion bridge models (DDBMs) are a powerful variant of diffusion models for interpolating between two arbitrary paired distributions given as endpoints. Despite their promising performance in tasks like image translation, DDBMs…

Machine Learning · Computer Science 2025-05-01 Kaiwen Zheng , Guande He , Jianfei Chen , Fan Bao , Jun Zhu

This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…

Probability · Mathematics 2026-01-13 Yumiharu Nakano

The Schr\"odinger bridge problem (SBP) is gaining increasing attention in generative modeling and showing promising potential even in comparison with the score-based generative models (SGMs). SBP can be interpreted as an entropy-regularized…

Diffusion models generate samples by estimating the score function of the target distribution at various noise levels. The model is trained using samples drawn from the target distribution by progressively adding noise. Previous sample…

Machine Learning · Computer Science 2025-10-28 Syamantak Kumar , Dheeraj Nagaraj , Purnamrita Sarkar

Score-based diffusion models (SBDMs) are powerful amortized samplers for Boltzmann distributions; however, imperfect score estimates bias downstream Monte Carlo estimates. Classical importance sampling (IS) can correct this bias, but…

Machine Learning · Computer Science 2025-11-10 Fengzhe Zhang , Laurence I. Midgley , José Miguel Hernández-Lobato

Schr\"odinger Bridges (SB) have recently gained the attention of the ML community as a promising extension of classic diffusion models which is also interconnected to the Entropic Optimal Transport (EOT). Recent solvers for SB exploit the…

Machine Learning · Computer Science 2024-07-31 Nikita Gushchin , Sergei Kholkin , Evgeny Burnaev , Alexander Korotin

Multimodal Variational Autoencoders (VAEs) represent a promising group of generative models that facilitate the construction of a tractable posterior within the latent space given multiple modalities. Previous studies have shown that as the…

Machine Learning · Computer Science 2024-12-11 Daniel Wesego , Pedram Rooshenas