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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…

Computation · Statistics 2024-05-22 Hanwen Huang

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

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…

Machine Learning · Computer Science 2026-03-20 Sophia Tang

Compared to the existing function-based models in deep generative modeling, the recently proposed diffusion models have achieved outstanding performance with a stochastic-process-based approach. But a long sampling time is required for this…

Machine Learning · Computer Science 2022-08-16 Ki-Ung Song

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

Generative diffusion models use time-forward and backward stochastic differential equations to connect the data and prior distributions. While conventional diffusion models (e.g., score-based models) only learn the backward process, more…

Machine Learning · Computer Science 2024-12-25 Kentaro Kaba , Reo Shimizu , Masayuki Ohzeki , Yuki Sughiyama

We present simulation-free score and flow matching ([SF]$^2$M), a simulation-free objective for inferring stochastic dynamics given unpaired samples drawn from arbitrary source and target distributions. Our method generalizes both the…

Diffusion Schr\"odinger bridges (DSB) have recently emerged as a powerful framework for recovering stochastic dynamics via their marginal observations at different time points. Despite numerous successful applications, existing algorithms…

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

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

This paper introduces a novel theoretical simplification of the Diffusion Schr\"odinger Bridge (DSB) that facilitates its unification with Score-based Generative Models (SGMs), addressing the limitations of DSB in complex data generation…

Machine Learning · Computer Science 2024-10-30 Zhicong Tang , Tiankai Hang , Shuyang Gu , Dong Chen , Baining Guo

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

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

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

Conditional generative models represent a significant advancement in the field of machine learning, allowing for the controlled synthesis of data by incorporating additional information into the generation process. In this work we introduce…

Machine Learning · Statistics 2024-09-27 Hanwen Huang

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…

It is a crucial challenge to reconstruct population dynamics using unlabeled samples from distributions at coarse time intervals. Recent approaches such as flow-based models or Schr\"odinger Bridge (SB) models have demonstrated appealing…

Machine Learning · Statistics 2023-10-06 Tianrong Chen , Guan-Horng Liu , Molei Tao , Evangelos A. Theodorou

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

Predicting the intermediate trajectories between an initial and target distribution is a central problem in generative modeling. Existing approaches, such as flow matching and Schr\"odinger bridge matching, effectively learn mappings…

Machine Learning · Computer Science 2026-03-03 Sophia Tang , Yinuo Zhang , Alexander Tong , Pranam Chatterjee

The Schr\"odinger bridge problem is concerned with finding a stochastic dynamical system bridging two marginal distributions that minimises a certain transportation cost. This problem, which represents a generalisation of optimal transport…

Machine Learning · Computer Science 2026-03-03 Kirill Tamogashev , Nikolay Malkin
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