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The momentum Schr\"odinger Bridge (mSB) has emerged as a leading method for accelerating generative diffusion processes and reducing transport costs. However, the lack of simulation-free properties inevitably results in high training costs…

Machine Learning · Statistics 2025-01-29 Kevin Rojas , Yixin Tan , Molei Tao , Yuriy Nevmyvaka , Wei Deng

We propose a procedure for estimating the Schr\"odinger bridge between two probability distributions. Unlike existing approaches, our method does not require iteratively simulating forward and backward diffusions or training neural networks…

Machine Learning · Statistics 2024-08-22 Aram-Alexandre Pooladian , Jonathan Niles-Weed

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

Schr\"odinger Bridge (SB) is an entropy-regularized optimal transport problem that has received increasing attention in deep generative modeling for its mathematical flexibility compared to the Scored-based Generative Model (SGM). However,…

Machine Learning · Statistics 2023-04-04 Tianrong Chen , Guan-Horng Liu , Evangelos A. Theodorou

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…

Probability · Mathematics 2019-11-19 Simone Di Marino , Augusto Gerolin

Motivated by modern machine learning applications where we only have access to empirical measures constructed from finite samples, we relax the marginal constraints of the classical Schr\"odinger bridge problem by penalizing the transport…

Probability · Mathematics 2026-02-10 Yifan Jiang , Renyuan Xu , Luhao Zhang

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

Entropic optimal transport problems play an increasingly important role in machine learning and generative modelling. In contrast with optimal transport maps which often have limited applicability in high dimensions, Schrodinger bridges can…

Probability · Mathematics 2026-01-21 Pierre Del Moral , Ajay Jasra

Schr\"{o}dinger bridge can be viewed as a continuous-time stochastic control problem where the goal is to find an optimally controlled diffusion process whose terminal distribution coincides with a pre-specified target distribution. We…

Machine Learning · Statistics 2024-04-23 Jhanvi Garg , Xianyang Zhang , Quan Zhou

Over the last several years, there has been significant progress in developing neural solvers for the Schr\"odinger Bridge (SB) problem and applying them to generative modelling. This new research field is justifiably fruitful as it is…

We establish the uniform in time stability, w.r.t. the marginals, of the Iterative Proportional Fitting Procedure, also known as Sinkhorn algorithm, used to solve entropy-regularised Optimal Transport problems. Our result is quantitative…

Machine Learning · Statistics 2021-10-25 George Deligiannidis , Valentin De Bortoli , Arnaud Doucet

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…

We study nonparametric estimation of Schr\"odinger bridge (SB) drifts from i.i.d.\ data observed on a single time interval. Starting from the conditional-ratio form of the Schr\"odinger bridge time-series (SBTS) drift formula, we analyze a…

Statistics Theory · Mathematics 2026-05-08 Othmane Mazhar , Huyên Pham

Consider the problem of matching two independent i.i.d. samples of size $N$ from two distributions $P$ and $Q$ in $\mathbb{R}^d$. For an arbitrary continuous cost function, the optimal assignment problem looks for the matching that…

Probability · Mathematics 2023-01-03 Zaid Harchaoui , Lang Liu , Soumik Pal

In this work, we revisit the discrete-time Schr\"{o}dinger Bridge (SB) and Density Steering (DS) problems for Gaussian mixture model (GMM) boundary distributions. Building on the existing literature, we construct a set of feasible Markovian…

Systems and Control · Electrical Eng. & Systems 2026-04-02 George Rapakoulias , Fengjiao Liu , Panagiotis Tsiotras

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

Diffusion-based models have demonstrated remarkable effectiveness in image restoration tasks; however, their iterative denoising process, which starts from Gaussian noise, often leads to slow inference speeds. The Image-to-Image…

Image and Video Processing · Electrical Eng. & Systems 2025-03-25 Yuang Wang , Siyeop Yoon , Pengfei Jin , Matthew Tivnan , Sifan Song , Zhennong Chen , Rui Hu , Li Zhang , Quanzheng Li , Zhiqiang Chen , Dufan Wu

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…

Machine Learning · Computer Science 2025-11-20 Qing Yao , Lijian Gao , Qirong Mao , Ming Dong

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 consider the problem of sampling from an unknown distribution for which only a sufficiently large number of training samples are available. Such settings have recently drawn considerable interest in the context of generative modelling…

Machine Learning · Statistics 2024-10-24 Georg A. Gottwald , Fengyi Li , Youssef Marzouk , Sebastian Reich