Related papers: Forward Reverse Kernel Regression for the Schr\"{o…
Learning generative models in settings where the source and target distributions are only specified through unpaired samples is gaining in importance. Here, one frequently-used model are Schr\"odinger bridges (SB), which represent the most…
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…
We consider network routing under random link failures with a desired final distribution. We provide a mathematical formulation of a relaxed transport problem where the final distribution only needs to be close to the desired one. The…
Metasurface inverse design is challenged by the intricate relationship between structural parameters and electromagnetic responses, as well as the high dimensionality of the optimization space. Local models, while commonly employed, quickly…
The classical Schrodinger bridge seeks the most likely probability law for a diffusion process, in path space, that matches marginals at two end points in time; the likelihood is quantified by the relative entropy between the sought law and…
A computational PDE-constrained optimization approach is proposed for optimal trajectory planning under uncertainty by means of an associated Schroedinger Bridge Problem (SBP). The proposed SBP formulation is interpreted as the mean-field…
The Schr\"{o}dinger Bridge Problem (SBP), which can be understood as an entropy-regularized optimal transport, seeks to compute stochastic dynamic mappings connecting two given distributions. SBP has shown significant theoretical importance…
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…
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,…
In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…
Generating samples from a probability distribution is a fundamental task in machine learning and statistics. This article proposes a novel scheme for sampling from a distribution for which the probability density $\mu({\bf x})$ for ${\bf…
This paper exploit the equivalence between the Schr\"odinger Bridge problem and the entropy penalized optimal transport in order to find a different approach to the duality, in the spirit of optimal transport. This approach results in a…
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…
Diffusion models have become the go-to method for large-scale generative models in real-world applications. These applications often involve data distributions confined within bounded domains, typically requiring ad-hoc thresholding…
Given two boundary distributions, the Schr\"odinger Bridge (SB) problem seeks the ``most likely`` random evolution between them with respect to a reference process. It has revealed rich connections to recent machine learning methods for…
Recently, a series of papers proposed deep learning-based approaches to sample from target distributions using controlled diffusion processes, being trained only on the unnormalized target densities without access to samples. Building on…
The Lambert problem originated in orbital mechanics. It concerns with determining the initial velocity for a boundary value problem involving the dynamical constraint due to gravitational potential with additional time horizon and endpoint…
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…
Generative AI can be framed as the problem of learning a model that maps simple reference measures into complex data distributions, and it has recently found a strong connection to the classical theory of the Schr\"odinger bridge problems…
Schr\"odinger bridge (SB) has emerged as the go-to method for optimizing transportation plans in diffusion models. However, SB requires estimating the intractable forward score functions, inevitably resulting in the costly implicit training…