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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

We introduce a new residual-bridge proposal for approximately simulating conditioned diffusions. This proposal is formed by applying the modified diffusion bridge approximation of Durham and Gallant (2002) to the difference between the true…

Computation · Statistics 2016-08-24 Sean Malory , Chris Sherlock

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…

Computer Vision and Pattern Recognition · Computer Science 2026-05-29 Yurong Gao , Zicheng Zhang , Congying Han , Tiande Guo , Xinmin Qiu

In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…

Methodology · Statistics 2025-09-26 Miguel Alvarez , Ajay Jasra

The Entropic Optimal Transport (EOT) problem and its dynamic counterpart, the Schr\"odinger bridge (SB) problem, play an important role in modern machine learning, linking generative modeling with optimal transport theory. While recent…

This work studies the Schr\"odinger bridge problem for the kinematic equation on a compact connected Lie group. The objective is to steer a controlled diffusion between given initial and terminal densities supported over the Lie group while…

Optimization and Control · Mathematics 2026-03-23 Hamza Mahmood , Abhishek Halder , Adeel Akhtar

We present Fractional Diffusion Bridge Models (FDBM), a novel generative diffusion bridge framework driven by an approximation of the rich and non-Markovian fractional Brownian motion (fBM). Real stochastic processes exhibit a degree of…

Mutual information (MI) is one of the most general ways to measure relationships between random variables, but estimating this quantity for complex systems is challenging. Denoising diffusion models have recently set a new bar for density…

Machine Learning · Computer Science 2025-11-20 Longxuan Yu , Xing Shi , Xianghao Kong , Tong Jia , Greg Ver Steeg

We study the least-energy way to reshape a probability distribution when motion is constrained to a horizontal bundle, that is, optimal transport and distribution steering in sub-Riemannian geometry, motivated by density control over…

Optimization and Control · Mathematics 2026-05-18 Daniel Owusu Adu , Karthik Elamvazhuthi , Bahman Gharesifard

Sampling from unnormalized densities using diffusion models has emerged as a powerful paradigm. However, while recent approaches that use least-squares `matching' objectives have improved scalability, they often necessitate significant…

Machine Learning · Computer Science 2026-03-03 Denis Blessing , Lorenz Richter , Julius Berner , Egor Malitskiy , Gerhard Neumann

Quantum counterparts of Schrodinger's classical bridge problem have been around for the better part of half a century. During that time, several quantum approaches to this multifaceted classical problem have been introduced. In the present…

Quantum Physics · Physics 2025-03-11 Olga Movilla Miangolarra , Ralph Sabbagh , Tryphon T. Georgiou

Flow matching and diffusion bridge models have emerged as leading paradigms in generative speech enhancement, modeling stochastic processes between paired noisy and clean speech signals based on principles such as flow matching, score…

Audio and Speech Processing · Electrical Eng. & Systems 2026-02-23 Dahan Wang , Jun Gao , Tong Lei , Yuxiang Hu , Changbao Zhu , Kai Chen , Jing Lu

Density ratio estimation (DRE) is a fundamental machine learning technique for comparing two probability distributions. However, existing methods struggle in high-dimensional settings, as it is difficult to accurately compare probability…

Machine Learning · Computer Science 2022-03-15 Kristy Choi , Chenlin Meng , Yang Song , Stefano Ermon

Diffusion bridges have shown potential in paired image-to-image (I2I) translation tasks. However, existing methods are limited by their unidirectional nature, requiring separate models for forward and reverse translations. This not only…

Computer Vision and Pattern Recognition · Computer Science 2025-02-28 Duc Kieu , Kien Do , Toan Nguyen , Dang Nguyen , Thin Nguyen

Imitation learning with diffusion models has advanced robotic control by capturing the multi-modal action distributions. However, existing methods typically treat observations only as high-level conditions to the denoising network, rather…

Artificial Intelligence · Computer Science 2026-02-05 Zhaoyang Liu , Mokai Pan , Zhongyi Wang , Kaizhen Zhu , Haotao Lu , Haipeng Zhang , Jingya Wang , Ye Shi

In this study, we introduce a novel method for generating new synthetic samples that are independent and identically distributed (i.i.d.) from high-dimensional real-valued probability distributions, as defined implicitly by a set of Ground…

Machine Learning · Statistics 2024-07-09 Hamidreza Behjoo , Michael Chertkov

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

The unbalanced Schr\"odinger bridge problem (uSBP) seeks to interpolate between a probability measure $\rho_0$ and a sub-probability measure $\rho_T$ while minimizing KL divergence to a reference measure $\mathbf{R}$ on a path space. In…

Probability · Mathematics 2025-12-16 Andrei Zlotchevski , Linan Chen

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

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