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We take a new look at the relation between the optimal transport problem and the Schr\"{o}dinger bridge problem from the stochastic control perspective. We show that the connections are richer and deeper than described in existing…
Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and…
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…
Quantum counterparts of Schrodinger's classical bridge problem have been around for the better part of half a century. During that time, several quantum approaches to this multifaceted classical problem have been introduced. In the present…
Stochastic control deals with finding an optimal control signal for a dynamical system in a setting with uncertainty, playing a key role in numerous applications. The linear quadratic Gaussian (LQG) is a widely-used setting, where the…
Continuous diffusion models have demonstrated remarkable performance in data generation across various domains, yet their efficiency remains constrained by two critical limitations: (1) the local adjacency structure of the forward Markov…
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…
We consider the problem of steering a linear stochastic system between two end-point degenerate Gaussian distributions in finite time. This accounts for those situations in which some but not all of the state entries are uncertain at the…
This paper introduces a novel generative framework for synthesising forward-looking, c\`adl\`ag stochastic trajectories that are sequentially consistent with time-evolving path-law proxies, thereby incorporating anticipated structural…
High-dimensional transport equations frequently occur in science and engineering. Computing their numerical solution, however, is challenging due to its high dimensionality. In this work we develop an algorithm to efficiently solve the…
Recent advancements in diffusion models and diffusion bridges primarily focus on finite-dimensional spaces, yet many real-world problems necessitate operations in infinite-dimensional function spaces for more natural and interpretable…
Transporting between arbitrary distributions is a fundamental goal in generative modeling. Recently proposed diffusion bridge models provide a potential solution, but they rely on a joint distribution that is difficult to obtain in…
We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…
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…
Diffusion Bridge and Flow Matching have both demonstrated compelling empirical performance in transformation between arbitrary distributions. However, there remains confusion about which approach is generally preferable, and the substantial…
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 the problem of sampling transition paths between two given metastable states of a molecular system, e.g. a folded and unfolded protein or products and reactants of a chemical reaction. Due to the existence of high energy…
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…
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…
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…