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We study the filtering and smoothing problem for continuous-time linear Gaussian systems. While classical approaches such as the Kalman-Bucy filter and the Rauch-Tung-Striebel (RTS) smoother provide recursive formulas for the conditional…

Statistics Theory · Mathematics 2026-01-06 Masahiro Kurisaki

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

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

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

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…

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…

The bridge problem is to find an SDE (or sometimes an ODE) that bridges two given distributions. The application areas of the bridge problem are enormous, among which the recent generative modeling (e.g., conditional or unconditional image…

Machine Learning · Computer Science 2025-09-15 Minyoung Kim

Understanding complex systems by inferring trajectories from sparse sample snapshots is a fundamental challenge in a wide range of domains, e.g., single-cell biology, meteorology, and economics. Despite advancements in Bridge and Flow…

Resampling from a target measure whose density is unknown is a fundamental problem in mathematical statistics and machine learning. A setting that dominates the machine learning literature consists of learning a map from an easy-to-sample…

Machine Learning · Computer Science 2026-02-24 Leticia Mattos Da Silva , Silvia Sellán , Francisco Vargas , Justin Solomon

Predicting the intermediate trajectories between an initial and target distribution is a central problem in generative modeling. Existing approaches, such as flow matching and Schr\"odinger bridge matching, effectively learn mappings…

Machine Learning · Computer Science 2026-03-03 Sophia Tang , Yinuo Zhang , Alexander Tong , Pranam Chatterjee

The Schr\"{o}dinger bridge (SB) has evolved into a universal class of probabilistic generative models. In practice, however, estimated learning signals are innately uncertain, and the reliability promised by existing methods is often based…

Machine Learning · Computer Science 2025-12-23 Dong-Sig Han , Jaein Kim , Hee Bin Yoo , Byoung-Tak Zhang

Diffusion models serve as a powerful generative framework for solving inverse problems. However, they still face two key challenges: 1) the distortion-perception tradeoff, where improving perceptual quality often degrades reconstruction…

Machine Learning · Computer Science 2025-11-20 Qing Yao , Lijian Gao , Qirong Mao , Ming Dong

We study rare transitions in Markovian open quantum systems driven with Gaussian noise, applying transition path and interface sampling methods to trajectories generated by stochastic Schr\"odinger dynamics. Interface and path sampling…

Quantum Physics · Physics 2025-05-09 Robson Christie , Peter G. Bolhuis , David T. Limmer

In this work we explore a new framework for approximate Bayesian inference in large datasets based on stochastic control (i.e. Schr\"odinger bridges). We advocate stochastic control as a finite time and low variance alternative to popular…

Score-based diffusion models are frequently employed as structural priors in inverse problems. However, their iterative denoising process, initiated from Gaussian noise, often results in slow inference speeds. The Image-to-Image…

Image and Video Processing · Electrical Eng. & Systems 2024-07-08 Yuang Wang , Pengfei Jin , Siyeop Yoon , Matthew Tivnan , Quanzheng Li , Li Zhang , Dufan Wu

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

Schr\"{o}dinger bridge is a stochastic optimal control problem to steer a given initial state density to another, subject to controlled diffusion and deadline constraints. A popular method to numerically solve the Schr\"{o}dinger bridge…

Optimization and Control · Mathematics 2023-09-14 Alexis M. H. Teter , Yongxin Chen , Abhishek Halder

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

The Schr\"odinger bridge problem is concerned with finding a stochastic dynamical system bridging two marginal distributions that minimises a certain transportation cost. This problem, which represents a generalisation of optimal transport…

Machine Learning · Computer Science 2026-03-03 Kirill Tamogashev , Nikolay Malkin

Score-based generative models exhibit state of the art performance on density estimation and generative modeling tasks. These models typically assume that the data geometry is flat, yet recent extensions have been developed to synthesize…