Related papers: Schr\"odinger bridge problem via empirical risk mi…
The dynamic Schr\"odinger bridge problem seeks a stochastic process that defines a transport between two target probability measures, while optimally satisfying the criteria of being closest, in terms of Kullback-Leibler divergence, to a…
We address the problem of Schr\"odinger potential estimation, which plays a crucial role in modern generative modelling approaches based on Schr\"odinger bridges and stochastic optimal control for SDEs. Given a simple prior diffusion…
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 problem of reconciling a prior probability law on paths with data was introduced by E. Schr\"odinger in 1931/32. It represents an early formulation of a maximum likelihood problem. This specific formulation can also be seen as the…
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…
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…
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…
We show that the minimum effort control of colloidal self-assembly can be naturally formulated in the order-parameter space as a generalized Schr\"{o}dinger bridge problem -- a class of fixed-horizon stochastic optimal control problems that…
We consider a Schr\"odinger bridge problem where the Markov process is subject to parameter perturbations, forming an ensemble of systems. Our objective is to steer this ensemble from the initial distribution to the final distribution using…
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…
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…
Resampling from a target measure whose density is unknown is a fundamental problem in mathematical statistics and machine learning. A setting that dominates the machine learning literature consists of learning a map from an easy-to-sample…
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…
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…
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…
This work studies the Schr\"odinger bridge problem for the kinematic equation on a compact connected Lie group. The objective is to steer a controlled diffusion between given initial and terminal densities supported over the Lie group while…
Probablistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for a…
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…
We propose to learn the time-varying stochastic computational resource usage of software as a graph structured Schr\"odinger bridge problem. In general, learning the computational resource usage from data is challenging because resources…
We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…