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Mass transport problems arise in many areas of machine learning whereby one wants to compute a map transporting one distribution to another. Generative modeling techniques like Generative Adversarial Networks (GANs) and Denoising Diffusion…

Machine Learning · Computer Science 2024-09-17 Valentin De Bortoli , Iryna Korshunova , Andriy Mnih , Arnaud Doucet

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

We study the least-energy way to reshape a probability distribution when motion is constrained to a horizontal bundle, that is, optimal transport and distribution steering in sub-Riemannian geometry, motivated by density control over…

Optimization and Control · Mathematics 2026-05-18 Daniel Owusu Adu , Karthik Elamvazhuthi , Bahman Gharesifard

In this paper, we investigate the multi-marginal Schrodinger bridge (MSB) problem whose marginal constraints are marginal distributions of a stochastic differential equation (SDE) with a constant diffusion coefficient, and with time…

Probability · Mathematics 2025-07-15 Rentian Yao , Young--Heon Kim , Geoffrey Schiebinger

We study the Schr\"odinger bridge problem when the endpoint distributions are available only through samples. Classical computational approaches estimate Schr\"odinger potentials via Sinkhorn iterations on empirical measures and then…

Machine Learning · Statistics 2026-02-10 Denis Belomestny , Alexey Naumov , Nikita Puchkin , Denis Suchkov

Density ratio estimation is fundamental to tasks involving $f$-divergences, yet existing methods often fail under significantly different distributions or inadequately overlapping supports -- the density-chasm and the support-chasm…

Machine Learning · Computer Science 2025-11-04 Wei Chen , Shigui Li , Jiacheng Li , Junmei Yang , John Paisley , Delu Zeng

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

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

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…

Optimization and Control · Mathematics 2025-07-17 Vishwak Srinivasan , Qijia Jiang

This paper introduces a dynamic formulation of divergence-regularized optimal transport with weak targets on the path space. In our formulation, the classical relative entropy penalty is replaced by a general convex divergence, and terminal…

Probability · Mathematics 2026-03-31 Camilo Hernández , Ludovic Tangpi

We consider inference (filtering) problems over probabilistic graphical models with aggregate data generated by a large population of individuals. We propose a new efficient belief propagation type algorithm over tree-structured graphs with…

Machine Learning · Computer Science 2020-10-06 Rahul Singh , Isabel Haasler , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

We show non-asymptotic exponential convergence of Sinkhorn iterates to the Schr\"odinger potentials, solutions of the quadratic Entropic Optimal Transport problem on $\mathbb{R}^ d$. Our results hold under mild assumptions on the marginal…

Probability · Mathematics 2026-05-01 Giovanni Conforti , Alain Durmus , Giacomo Greco

We investigate the martingale Schr\"odinger bridge, recently introduced by Nutz and Wiesel as a distinguished martingale transport plan between two probability measures in convex order. We show that this construction extends naturally to…

Probability · Mathematics 2026-05-14 Julio Backhoff , Mathias Beiglböck , Giorgia Bifronte , Armand Ley

Entropy-regularized optimal transport, which has strong links to the Schr\"odinger bridge problem in statistical mechanics, enjoys a variety of applications from trajectory inference to generative modeling. A major driver of renewed…

Machine Learning · Statistics 2026-01-27 Anand Srinivasan , Jean-Jacques Slotine

For a fixed flow-based generative model under a small inference budget, sample quality can depend strongly on where the sampler spends its few function evaluations. Flow matching and Schr\"odinger bridges define probability paths, yet their…

Machine Learning · Computer Science 2026-05-18 Bruno Trentini , Dejan Stancevic , Michael M. Bronstein , Alexander Tong , Luca Ambrogioni

Flow Matching (FM) (also referred to as stochastic interpolants or rectified flows) stands out as a class of generative models that aims to bridge in finite time the target distribution $\nu^\star$ with an auxiliary distribution $\mu$,…

Machine Learning · Statistics 2024-09-16 Marta Gentiloni Silveri , Giovanni Conforti , Alain Durmus

We present an early investigation into the use of neural diffusion processes for global optimisation, focusing on Zhang et al.'s Path Integral Sampler. One can use the Boltzmann distribution to formulate optimization as solving a…

Machine Learning · Computer Science 2025-06-10 Max McGuinness , Eirik Fladmark , Francisco Vargas

This short paper announces the main results of \cite{SBB2026}, where the Schr\"odinger--Bass Bridge (SBB) problem is introduced and studied in full generality. Here we provide a direct PDE derivation of the SBB system in dimension one,…

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

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
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