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We study generative modeling for time series using entropic optimal transport and the Schr\"odinger bridge (SB) framework, with a focus on applications in finance and energy modeling. Extending the diffusion-based approach of Hamdouche,…

Mathematical Finance · Quantitative Finance 2026-02-24 Stefano De Marco , Huyên Pham , Davide Zanni

Audio-visual deepfake localization demands interval-level outputs that serve as temporal evidence. Despite recent progress, symmetric fusion under single-sided or asynchronous forgeries propagates cross-modal noise, degrading high-precision…

Computer Vision and Pattern Recognition · Computer Science 2026-05-25 Jiayu Xiong , Jing Wang , Qi Zhang , Wanlong Wang , Jun Xue

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

Time-series single-cell RNA-sequencing (scRNA-seq) datasets offer unprecedented insights into the dynamics and heterogeneity of cellular systems. These systems exhibit multiscale collective behaviors driven by intricate intracellular gene…

Quantitative Methods · Quantitative Biology 2025-05-23 Qi Jiang , Lei Zhang , Longquan Li , Lin Wan

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

Operating in environments alongside humans requires robots to make decisions under uncertainty. In addition to exogenous dynamics, they must reason over others' hidden mental-models and mental-states. While Interactive POMDPs and Bayesian…

Robotics · Computer Science 2026-02-04 Kevin Alcedo , Pedro U. Lima , Rachid Alami

Spatiotemporal image generation is a highly meaningful task, which can generate future scenes conditioned on given observations. However, existing change generation methods can only handle event-driven changes (e.g., new buildings) and fail…

Computer Vision and Pattern Recognition · Computer Science 2026-04-10 Zhenghui Zhao , Chen Wu , Xiangyong Cao , Di Wang , Hongruixuan Chen , Datao Tang , Liangpei Zhang , Zhuo Zheng

High-dimensional imaging of neural activity, such as widefield calcium and functional ultrasound imaging, provide a rich source of information for understanding the relationship between brain activity and behavior. Accurately modeling…

Neurons and Cognition · Quantitative Biology 2025-09-24 Mohammad Hosseini , Maryam M. Shanechi

Understanding cellular trajectories via time-resolved single-cell transcriptomics is vital for studying development, regeneration, and disease. A key challenge is inferring continuous trajectories from discrete snapshots. Biological…

The essence of a chemical reaction lies in the redistribution and reorganization of electrons, which is often manifested through electron transfer or the migration of electron pairs. These changes are inherently discrete and abrupt in the…

Machine Learning · Computer Science 2025-07-14 Haitao Lin , Junjie Wang , Zhifeng Gao , Xiaohong Ji , Rong Zhu , Linfeng Zhang , Guolin Ke , Weinan E

The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schr\"odinger bridges, by incorporating termination (killing) of stochastic flows.…

Optimization and Control · Mathematics 2024-06-24 Asmaa Eldesoukey , Olga Movilla Miangolarra , Tryphon T. Georgiou

We propose a novel generative model for time series based on Schr{\"o}dinger bridge (SB) approach. This consists in the entropic interpolation via optimal transport between a reference probability measure on path space and a target measure…

Optimization and Control · Mathematics 2023-04-12 Mohamed Hamdouche , Pierre Henry-Labordere , Huyên Pham

Modern methods of generative modelling and unpaired data translation based on Schr\"odinger bridges and stochastic optimal control theory aim to transform an initial density to a target one in an optimal way. In the present paper, we assume…

Machine Learning · Computer Science 2026-03-24 Nikita Puchkin , Denis Suchkov , Alexey Naumov , Denis Belomestny

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

We consider a Schr\"odinger bridge problem where the Markov process is subject to parameter perturbations, forming an ensemble of systems. Our objective is to steer this ensemble from the initial distribution to the final distribution using…

Optimization and Control · Mathematics 2024-12-05 Daniel Owusu Adu , Yongxin Chen

Consider a reference Markov process with initial distribution $\pi_{0}$ and transition kernels $\{M_{t}\}_{t\in[1:T]}$, for some $T\in\mathbb{N}$. Assume that you are given distribution $\pi_{T}$, which is not equal to the marginal…

Computation · Statistics 2020-01-01 Espen Bernton , Jeremy Heng , Arnaud Doucet , Pierre E. Jacob

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 dynamics of cellular pattern formation is crucial for understanding embryonic development and tissue morphogenesis. Recent studies have shown that human dermal fibroblasts cultured on liquid crystal elastomers can exhibit an increase in…

Biological Physics · Physics 2023-08-25 Mengyang Gu , Xinyi Fang , Yimin Luo

Electroencephalography (EEG) provides a non-invasive insight into the brain's cognitive and emotional dynamics. However, modeling how these states evolve in real time and quantifying the energy required for such transitions remains a major…

Machine Learning · Computer Science 2026-04-03 Sriram Sattiraju , Vaibhav Gollapalli , Aryan Shah , Timothy McMahan

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