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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…
Sampling from unnormalized densities using diffusion models has emerged as a powerful paradigm. However, while recent approaches that use least-squares `matching' objectives have improved scalability, they often necessitate significant…
We consider a spatially extended mean-field model of a FitzHugh-Nagumo neural network, with a rescaled interaction kernel. Our main purpose is to prove that its asymptotic limit in the regime of strong local interactions converges toward a…
We consider the problem of steering the joint state probability density function of a static feedback linearizable control system over finite time horizon. Potential applications include controlling neuronal populations, swarm guidance, and…
Control Barrier Functions (CBFs) are an effective methodology to ensure safety and performative efficacy in real-time control applications such as power systems, resource allocation, autonomous vehicles, robotics, etc. This approach ensures…
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…
Recent advances in diffusion bridge models leverage Doob's $h$-transform to establish fixed endpoints between distributions, demonstrating promising results in image translation and restoration tasks. However, these approaches frequently…
We develop an exhaustive study of Markov decision process (MDP) under mean field interaction both on states and actions in the presence of common noise, and when optimization is performed over open-loop controls on infinite horizon. Such…
In this Review article, a brief description of the stochastic mean-field theory (SMF) for describing reaction dynamics in low-energy heavy-ion collisions at bombarding energies in the vicinity of the Coulomb barrier is presented. In these…
We consider the optimal control problem of steering an agent population to a desired distribution over an infinite horizon. This is an optimal transport problem over dynamical systems, which is challenging due to its high computational…
Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on…
In this paper, how to successfully and efficiently condition a target population of agents towards consensus is discussed. To overcome the curse of dimensionality, the mean field formulation of the consensus control problem is considered.…
We introduce a novel approximation to the same marginal Schr\"{o}dinger bridge using the Langevin diffusion. As $\varepsilon \downarrow 0$, it is known that the barycentric projection (also known as the entropic Brenier map) of the…
We formulate the MFG limit for $N$ interacting agents with a common noise as a single quasi-linear deterministic infinite-dimensional partial differential second order backward equation. We prove that any its (regular enough) solution…
The mean field algorithm is a widely used approximate inference algorithm for graphical models whose exact inference is intractable. In each iteration of mean field, the approximate marginals for each variable are updated by getting…
Modern vision generators transport a base distribution to data through time-indexed measures, implemented as deterministic flows (ODEs) or stochastic diffusions (SDEs). Despite strong empirical performance, standard flow-matching objectives…
We study the $q$-state ferromagnetic Potts model on the $n$-vertex complete graph known as the mean-field (Curie-Weiss) model. We analyze the Swendsen-Wang algorithm which is a Markov chain that utilizes the random cluster representation…
The mean-field limit in a weakly interacting stochastic many-particle system for multiple population species in the whole space is proved. The limiting system consists of cross-diffusion equations, modeling the segregation of populations.…
Schr\"odinger bridge (SB) has emerged as the go-to method for optimizing transportation plans in diffusion models. However, SB requires estimating the intractable forward score functions, inevitably resulting in the costly implicit training…
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…