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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…

Machine Learning · Computer Science 2026-05-13 Tobias Fuchs , Florian Kalinke , Nadja Klein

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

Stochastic flows of an advective-diffusive nature are ubiquitous in physical sciences. Of particular interest is the problem to reconcile observed marginal distributions with a given prior posed by E. Schrodinger in 1932/32 and known as the…

Mathematical Physics · Physics 2021-08-09 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

The static optimal transport $(\mathrm{OT})$ problem between Gaussians seeks to recover an optimal map, or more generally a coupling, to morph a Gaussian into another. It has been well studied and applied to a wide variety of tasks. Here we…

Machine Learning · Computer Science 2023-04-03 Charlotte Bunne , Ya-Ping Hsieh , Marco Cuturi , Andreas Krause

Generalized Schr\"odinger Bridges (GSBs) are a fundamental mathematical framework used to analyze the most likely particle evolution based on the principle of least action including kinetic and potential energy. In parallel to their…

Machine Learning · Statistics 2024-12-31 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

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

The control-affine Schr\"odinger bridge concerns with a stochastic optimal control problem. Its solution is a controlled evolution of joint state probability density subject to a control-affine It\^o diffusion with a given deadline…

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…

Machine Learning · Computer Science 2025-10-29 Jin Ma , Ying Tan , Renyuan Xu

A Schr\"odinger bridge is the most probable time-dependent probability distribution that connects an initial probability distribution $w_{i}$ to a final one $w_{f}$. The problem has been solved and widely used for the case of simple…

Statistical Mechanics · Physics 2025-07-02 Henri Orland

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…

Optimization and Control · Mathematics 2024-10-04 Alexis M. H. Teter , Iman Nodozi , Abhishek Halder

The dynamics of Gaussian states for open quantum systems described by Lindblad equations can be solved analytically for systems with quadratic Hamiltonians and linear Lindbladians, showing the familiar phenomena of dissipation and…

Quantum Physics · Physics 2022-11-23 Robson Christie , Jessica Eastman , Roman Schubert , Eva-Maria Graefe

We take a new look at the relation between the optimal transport problem and the Schr\"{o}dinger bridge problem from the stochastic control perspective. We show that the connections are richer and deeper than described in existing…

Systems and Control · Computer Science 2014-12-16 Yongxin Chen , Tryphon Georgiou , Michele Pavon

We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distributions that are specified at a set of points in time. The…

Optimization and Control · Mathematics 2019-02-25 Yongxin Chen , Giovanni Conforti , Tryphon T. Georgiou , Luigia Ripani

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…

Most modern bridge-diffusion methods achieve finite-time transport by specifying an interpolation, Schr\"odinger-bridge, or stochastic-control objective and then learning the associated score or drift field with a neural network. In…

Machine Learning · Computer Science 2026-05-06 Michael Chertkov

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 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…

Probability · Mathematics 2025-02-17 Andrei Zlotchevski , Linan Chen

Schr\"{o}dinger bridge is a diffusion process that steers a given distribution to another in a prescribed time while minimizing the effort to do so. It can be seen as the stochastic dynamical version of the optimal mass transport, and has…

Optimization and Control · Mathematics 2024-10-29 Alexis M. H. Teter , Wenqing Wang , Abhishek Halder

We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…

Systems and Control · Computer Science 2014-08-12 Yongxin Chen , Tryphon Georgiou , Michele Pavon

Schr\"odinger bridges (SBs) provide an elegant framework for modeling the temporal evolution of populations in physical, chemical, or biological systems. Such natural processes are commonly subject to changes in population size over time…

Machine Learning · Computer Science 2023-06-16 Matteo Pariset , Ya-Ping Hsieh , Charlotte Bunne , Andreas Krause , Valentin De Bortoli
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