English
Related papers

Related papers: Branched Schr\"odinger Bridge Matching

200 papers

This paper aims to conduct a comprehensive theoretical analysis of current diffusion models. We introduce a novel generative learning methodology utilizing the Schr{\"o}dinger bridge diffusion model in latent space as the framework for…

Machine Learning · Statistics 2024-12-24 Yuling Jiao , Lican Kang , Huazhen Lin , Jin Liu , Heng Zuo

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

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

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

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

The Schr\"odinger bridge problem (SBP) finds the most likely stochastic evolution between two probability distributions given a prior stochastic evolution. As well as applications in the natural sciences, problems of this kind have…

Machine Learning · Statistics 2022-05-31 Francisco Vargas , Pierre Thodoroff , Neil D. Lawrence , Austen Lamacraft

Denoising diffusion models have recently emerged as a powerful class of generative models. They provide state-of-the-art results, not only for unconditional simulation, but also when used to solve conditional simulation problems arising in…

Machine Learning · Statistics 2022-06-28 Yuyang Shi , Valentin De Bortoli , George Deligiannidis , Arnaud Doucet

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

The Schrodinger Bridge and Bass (SBB) formulation, which jointly controls drift and volatility, is an established extension of the classical Schrodinger Bridge (SB). Building on this framework, we introduce LightSBB-M, an algorithm that…

Machine Learning · Computer Science 2026-05-06 Alexandre Alouadi , Pierre Henry-Labordère , Grégoire Loeper , Othmane Mazhar , Huyên Pham , Nizar Touzi

Existing cell instance segmentation pipelines typically combine deterministic predictions with post-processing, which imposes limited explicit constraints on the global structure of instance masks. In this work, we propose a multi-task…

Computer Vision and Pattern Recognition · Computer Science 2026-04-15 Hayato Inoue , Shota Harada , Shumpei Takezaki , Ryoma Bise

Recent diffusion probabilistic models (DPM) in the field of pansharpening have been gradually gaining attention and have achieved state-of-the-art (SOTA) performance. In this paper, we identify shortcomings in directly applying DPMs to the…

Computer Vision and Pattern Recognition · Computer Science 2024-04-18 Zihan Cao , Xiao Wu , Liang-Jian Deng

Population dynamics is the study of temporal and spatial variation in the size of populations of organisms and is a major part of population ecology. One of the main difficulties in analyzing population dynamics is that we can only obtain…

Machine Learning · Computer Science 2023-02-28 Takeshi Koshizuka , Issei Sato

We study Diffusion Schr\"odinger Bridge (DSB) models in the context of dynamical astrophysical systems, specifically tackling observational inverse prediction tasks within Giant Molecular Clouds (GMCs) for star formation. We introduce the…

Instrumentation and Methods for Astrophysics · Physics 2025-11-13 Ye Zhu , Duo Xu , Zhiwei Deng , Jonathan C. Tan , Olga Russakovsky

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

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

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

Inferring cellular trajectories from destructive snapshots is complicated by the challenges of stochasticity and non-conservative mass dynamics such as cell proliferation and apoptosis. Existing unbalanced Optimal Transport (OT) methods…

Machine Learning · Computer Science 2026-05-04 Junda Ying , Yuxuan Wang , Bowen Yang , Peijie Zhou , Lei Zhang

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…

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…

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…