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Related papers: Foundations of Schr\"odinger Bridges for Generativ…

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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…

Machine Learning · Computer Science 2024-05-24 Lorenz Richter , Julius Berner

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…

Optimization and Control · Mathematics 2024-10-29 Alexis M. H. Teter , Wenqing Wang , Abhishek Halder

Schr\"{o}dinger bridge is a stochastic optimal control problem to steer a given initial state density to another, subject to controlled diffusion and deadline constraints. A popular method to numerically solve the Schr\"{o}dinger bridge…

Optimization and Control · Mathematics 2023-09-14 Alexis M. H. Teter , Yongxin Chen , Abhishek Halder

The optimal transport problem has recently developed into a powerful framework for various applications in estimation and control. Many of the recent advances in the theory and application of optimal transport are based on regularizing the…

Optimization and Control · Mathematics 2021-03-12 Isabel Haasler , Axel Ringh , Yongxin Chen , Johan Karlsson

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

Solving transport problems, i.e. finding a map transporting one given distribution to another, has numerous applications in machine learning. Novel mass transport methods motivated by generative modeling have recently been proposed, e.g.…

Machine Learning · Statistics 2023-12-13 Yuyang Shi , Valentin De Bortoli , Andrew Campbell , Arnaud Doucet

In this paper, we show a large deviation principle for certain sequences of static Schr\"{o}dinger bridges, typically motivated by a scale-parameter decreasing towards zero, extending existing large deviation results to cover a wider range…

Probability · Mathematics 2025-06-23 Viktor Nilsson , Pierre Nyquist

We investigate the generative capabilities of the Schr\"odinger Bridge (SB) approach for time series. The SB framework formulates time series synthesis as an entropic optimal interpolation transport problem between a reference probability…

Machine Learning · Computer Science 2025-10-27 Alexandre Alouadi , Baptiste Barreau , Laurent Carlier , Huyên Pham

Machine learning enables unbinned, highly-differential cross section measurements. A recent idea uses generative models to morph a starting simulation into the unfolded data. We show how to extend two morphing techniques, Schr\"odinger…

High Energy Physics - Phenomenology · Physics 2025-06-25 Anja Butter , Sascha Diefenbacher , Nathan Huetsch , Vinicius Mikuni , Benjamin Nachman , Sofia Palacios Schweitzer , Tilman Plehn

Many data-driven decision problems are formulated using a nominal distribution estimated from historical data, while performance is ultimately determined by a deployment distribution that may be shifted, context-dependent, partially…

Machine Learning · Computer Science 2026-04-07 Xiuyuan Cheng , Yunqin Zhu , Yao Xie

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

In this paper we describe a novel framework for diffusion-based generative modeling on constrained spaces. In particular, we introduce manual bridges, a framework that expands the kinds of constraints that can be practically used to form…

Machine Learning · Computer Science 2025-02-28 Saeid Naderiparizi , Xiaoxuan Liang , Berend Zwartsenberg , Frank Wood

The classical Schrodinger bridge seeks the most likely probability law for a diffusion process, in path space, that matches marginals at two end points in time; the likelihood is quantified by the relative entropy between the sought law and…

Mathematical Physics · Physics 2015-06-19 Tryphon T. Georgiou , Michele Pavon

Population dynamics is the study of temporal and spatial variation in the size of populations of organisms and is a major part of population ecology. One of the main difficulties in analyzing population dynamics is that we can only obtain…

Machine Learning · Computer Science 2023-02-28 Takeshi Koshizuka , Issei Sato

Recent advancements in optimization-based text-to-3D generation heavily rely on distilling knowledge from pre-trained text-to-image diffusion models using techniques like Score Distillation Sampling (SDS), which often introduce artifacts…

Computer Vision and Pattern Recognition · Computer Science 2025-11-11 Ziying Li , Xuequan Lu , Xinkui Zhao , Guanjie Cheng , Shuiguang Deng , Jianwei Yin

Denoising diffusion models are a novel class of generative models that have recently become extremely popular in machine learning. In this paper, we describe how such ideas can also be used to sample from posterior distributions and, more…

Computation · Statistics 2023-08-29 Jeremy Heng , Valentin De Bortoli , Arnaud Doucet

Modern methods of generative modelling and unpaired data translation based on Schr\"odinger bridges and stochastic optimal control theory aim to transform an initial density to a target one in an optimal way. In the present paper, we assume…

Machine Learning · Computer Science 2026-03-24 Nikita Puchkin , Denis Suchkov , Alexey Naumov , Denis Belomestny

We study the problem of generating synthetic time series that reproduce both marginal distributions and temporal dynamics, a central challenge in financial machine learning. Existing approaches typically fail to jointly model drift and…

Machine Learning · Computer Science 2026-04-10 Alexandre Alouadi , Grégoire Loeper , Célian Marsala , Othmane Mazhar , Huyên Pham

Recent advances in flow-based generative modelling have provided scalable methods for computing the Schr\"odinger Bridge (SB) between distributions, a dynamic form of entropy-regularised Optimal Transport (OT) for the quadratic cost. The…

Machine Learning · Statistics 2025-11-04 Samuel Howard , Peter Potaptchik , George Deligiannidis

We propose a new framework for generative modeling based on a discrete-time stochastic control formulation of measure transport. Adapting classic results from control theory, we formulate our problem as a linear program whose dual variables…

Machine Learning · Computer Science 2026-05-22 Pablo Moreno-Muñoz , Adrian Müller , Gergely Neu