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The Mean-Field Schrodinger Bridge (MFSB) problem is an optimization problem aiming to find the minimum effort control policy to drive a McKean-Vlassov stochastic differential equation from one probability measure to another. In the context…

Machine Learning · Computer Science 2025-06-19 George Rapakoulias , Ali Reza Pedram , Panagiotis Tsiotras

We study a semimartingale optimal transport problem interpolating between the Schr\"odinger bridge and the stretched Brownian motion associated with the Bass solution of the Skorokhod embedding problem. The cost combines an entropy term on…

Probability · Mathematics 2026-03-31 Pierre Henry-Labordere , Grégoire Loeper , Othmane Mazhar , Huyên Pham , Nizar Touzi

The static optimal transport $(\mathrm{OT})$ problem between Gaussians seeks to recover an optimal map, or more generally a coupling, to morph a Gaussian into another. It has been well studied and applied to a wide variety of tasks. Here we…

Machine Learning · Computer Science 2023-04-03 Charlotte Bunne , Ya-Ping Hsieh , Marco Cuturi , Andreas Krause

In this paper, we study the Schr\"odinger Bridge Problem (SBP), which is central to entropic optimal transport. For general reference processes and begin--endpoint distributions, we propose a forward-reverse iterative Monte Carlo procedure…

Machine Learning · Statistics 2025-07-02 Denis Belomestny , John. Schoenmakers

The momentum Schr\"odinger Bridge (mSB) has emerged as a leading method for accelerating generative diffusion processes and reducing transport costs. However, the lack of simulation-free properties inevitably results in high training costs…

Machine Learning · Statistics 2025-01-29 Kevin Rojas , Yixin Tan , Molei Tao , Yuriy Nevmyvaka , Wei Deng

Understanding the continuous evolution of populations from discrete temporal snapshots is a critical research challenge, particularly in fields like developmental biology and systems medicine where longitudinal tracking of individual…

Machine Learning · Statistics 2025-10-21 Byoungwoo Park , Juho Lee

Stochastic flows of an advective-diffusive nature are ubiquitous in physical sciences. Of particular interest is the problem to reconcile observed marginal distributions with a given prior posed by E. Schrodinger in 1932/32 and known as the…

Mathematical Physics · Physics 2021-08-09 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

Simulating trajectories of multi-particle systems on complex energy landscapes is a central task in molecular dynamics (MD) and drug discovery, but remains challenging at scale due to computationally expensive and long simulations. Previous…

Machine Learning · Computer Science 2025-11-11 Sophia Tang , Yinuo Zhang , Pranam Chatterjee

Modeling the dynamics from sparsely time-resolved snapshot data is crucial for understanding complex cellular processes and behavior. Existing methods leverage optimal transport, Schr\"odinger bridge theory, or their variants to…

Machine Learning · Computer Science 2025-10-28 Zhenyi Zhang , Zihan Wang , Yuhao Sun , Tiejun Li , Peijie Zhou

The Schr\"odinger Bridge (SB) problem has become a fundamental tool in computational optimal transport and generative modeling. To address this problem, ideal methods such as Iterative Proportional Fitting and Iterative Markovian Fitting…

Machine Learning · Statistics 2025-10-27 Marta Gentiloni Silveri , Giovanni Conforti , Alain Durmus

We propose Image-to-Image Schr\"odinger Bridge (I$^2$SB), a new class of conditional diffusion models that directly learn the nonlinear diffusion processes between two given distributions. These diffusion bridges are particularly useful for…

Computer Vision and Pattern Recognition · Computer Science 2023-05-29 Guan-Horng Liu , Arash Vahdat , De-An Huang , Evangelos A. Theodorou , Weili Nie , Anima Anandkumar

Homotopy approaches to Bayesian inference have found widespread use especially if the Kullback-Leibler divergence between the prior and the posterior distribution is large. Here we extend one of these homotopy approach to include an…

Numerical Analysis · Mathematics 2022-11-04 Sebastian Reich

We study the problem of identifying an optimal coupling between input-output distributional data generated by a causal dynamical system. The coupling is required to satisfy prescribed marginal distributions and a causality constraint…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Daran Xu , Amirhossein Taghvaei

This study employs a neural network that represents the solution to a Schr\"odinger bridge problem to perform super-resolution of 2-m temperature in an urban area. Schr\"odinger bridges generally describe transformations between two data…

Atmospheric and Oceanic Physics · Physics 2025-12-15 Yuki Yasuda , Ryo Onishi

Diffusion models serve as a powerful generative framework for solving inverse problems. However, they still face two key challenges: 1) the distortion-perception tradeoff, where improving perceptual quality often degrades reconstruction…

Machine Learning · Computer Science 2025-11-20 Qing Yao , Lijian Gao , Qirong Mao , Ming Dong

Multi-marginal Optimal Transport (mOT), a generalization of OT, aims at minimizing the integral of a cost function with respect to a distribution with some prescribed marginals. In this paper, we consider an entropic version of mOT with a…

Machine Learning · Statistics 2023-10-31 Maxence Noble , Valentin De Bortoli , Arnaud Doucet , Alain Durmus

Generative modeling of peptide sequences requires navigating a discrete and highly constrained space in which many intermediate states are chemically implausible or unstable. Existing discrete diffusion and flow-based methods rely on…

Biomolecules · Quantitative Biology 2026-02-02 Shrey Goel , Pranam Chatterjee

Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities -- it quantifies the cost of transporting a mass distribution into another. In particular, it provides natural options for…

Optimization and Control · Mathematics 2015-06-16 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

Diffusion-based generative models have achieved promising results recently, but raise an array of open questions in terms of conceptual understanding, theoretical analysis, algorithm improvement and extensions to discrete, structured,…

Machine Learning · Computer Science 2022-09-01 Xingchao Liu , Lemeng Wu , Mao Ye , Qiang Liu

Recent diffusion probabilistic models (DPM) in the field of pansharpening have been gradually gaining attention and have achieved state-of-the-art (SOTA) performance. In this paper, we identify shortcomings in directly applying DPMs to the…

Computer Vision and Pattern Recognition · Computer Science 2024-04-18 Zihan Cao , Xiao Wu , Liang-Jian Deng