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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

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

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

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

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

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

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…

Machine Learning · Statistics 2023-12-25 Stefano Peluchetti

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…

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

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…

Optimization and Control · Mathematics 2024-12-05 Daniel Owusu Adu , Yongxin Chen

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

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

This paper aims to conduct a comprehensive theoretical analysis of current diffusion models. We introduce a novel generative learning methodology utilizing the Schr{\"o}dinger bridge diffusion model in latent space as the framework for…

Machine Learning · Statistics 2024-12-24 Yuling Jiao , Lican Kang , Huazhen Lin , Jin Liu , Heng Zuo

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

Predicting single-cell perturbation outcomes directly advances gene function analysis and facilitates drug candidate selection, making it a key driver of both basic and translational biomedical research. However, a major bottleneck in this…

Machine Learning · Computer Science 2025-11-18 Changxi Chi , Yufei Huang , Jun Xia , Jiangbin Zheng , Yunfan Liu , Zelin Zang , Stan Z. Li

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

Leveraging connections between diffusion-based sampling, optimal transport, and stochastic optimal control through their shared links to the Schr\"odinger bridge problem, we propose novel objective functions that can be used to transport…

Machine Learning · Statistics 2024-10-11 Qijia Jiang , David Nabergoj

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

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

Flow matching and diffusion bridge models have emerged as leading paradigms in generative speech enhancement, modeling stochastic processes between paired noisy and clean speech signals based on principles such as flow matching, score…

Audio and Speech Processing · Electrical Eng. & Systems 2026-02-23 Dahan Wang , Jun Gao , Tong Lei , Yuxiang Hu , Changbao Zhu , Kai Chen , Jing Lu
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