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We study the Schr\"odinger bridge problem when the endpoint distributions are available only through samples. Classical computational approaches estimate Schr\"odinger potentials via Sinkhorn iterations on empirical measures and then…

机器学习 · 统计学 2026-02-10 Denis Belomestny , Alexey Naumov , Nikita Puchkin , Denis Suchkov

The Entropic Optimal Transport (EOT) problem and its dynamic counterpart, the Schr\"odinger bridge (SB) problem, play an important role in modern machine learning, linking generative modeling with optimal transport theory. While recent…

While diffusion-based image restoration (IR) methods have achieved remarkable success, they are still limited by the low inference speed attributed to the necessity of executing hundreds or even thousands of sampling steps. Existing…

计算机视觉与模式识别 · 计算机科学 2024-11-26 Zongsheng Yue , Jianyi Wang , Chen Change Loy

We present an entirely new geometric and probabilistic approach to synchronization of correspondences across multiple sets of objects or images. In particular, we present two algorithms: (1) Birkhoff-Riemannian L-BFGS for optimizing the…

计算机视觉与模式识别 · 计算机科学 2019-04-12 Tolga Birdal , Umut Şimşekli

Diffusion models are a powerful class of generative models which simulate stochastic differential equations (SDEs) to generate data from noise. While diffusion models have achieved remarkable progress, they have limitations in unpaired…

计算机视觉与模式识别 · 计算机科学 2024-03-05 Beomsu Kim , Gihyun Kwon , Kwanyoung Kim , Jong Chul Ye

Implicit generative modeling (IGM) aims to produce samples of synthetic data matching the characteristics of a target data distribution. Recent work (e.g. score-matching networks, diffusion models) has approached the IGM problem from the…

机器学习 · 计算机科学 2026-05-21 Romann M. Weber

A global solution of the Schr\"odinger equation for explicitly time-dependent Hamiltonians is derived by integrating the non-linear differential equation associated with the time-dependent wave operator. A fast iterative solution method is…

量子物理 · 物理学 2015-05-18 Arnaud Leclerc , Georges Jolicard

We consider the Schr\"odinger bridge problem which, given ensemble measurements of the initial and final configurations of a stochastic dynamical system and some prior knowledge on the dynamics, aims to reconstruct the "most likely"…

机器学习 · 统计学 2026-02-04 Stephen Y. Zhang , Michael P H Stumpf

We study Markov processes generated by iterated function systems (IFS). The constituent maps of the IFS are monotonic transformations of the interval. We first obtain an upper bound on the number of SRB (Sinai-Ruelle-Bowen) measures for the…

动力系统 · 数学 2009-12-30 Wael Bahsoun , Pawel Gora

We develop time integration methods in low-rank representation that can adaptively adjust approximation ranks to achieve a prescribed accuracy, while ensuring that these ranks remain proportional to the corresponding best approximation…

数值分析 · 数学 2025-07-22 Markus Bachmayr , Matthieu Dolbeault , Polina Sachsenmaier

A space-time interface-fitted approximation of an inverse source problem for the advection-diffusion equation with moving subdomains is investigated. The problem is reformulated as an optimization problem using Tikhonov regularization. A…

数值分析 · 数学 2025-02-11 Thi Thanh Mai Ta , Quang Huy Nguyen , Dinh Nho Hào

An important problem in fiber-optic communications is to invert the nonlinear Schr\"odinger equation in real time to reverse the deterministic effects of the channel. Interestingly, the popular split-step Fourier method (SSFM) leads to a…

信息论 · 计算机科学 2018-04-10 Christian Häger , Henry D. Pfister

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…

机器学习 · 统计学 2025-07-02 Denis Belomestny , John. Schoenmakers

Typical iterated filters, such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter (IUKF), and iterated posterior linearization filter (IPLF), have been developed to improve the linearization point (or density)…

最优化与控制 · 数学 2024-04-25 Anton Kullberg , Martin A. Skoglund , Isaac Skog , Gustaf Hendeby

We give a simple, multiplicative-weight update algorithm for learning undirected graphical models or Markov random fields (MRFs). The approach is new, and for the well-studied case of Ising models or Boltzmann machines, we obtain an…

机器学习 · 计算机科学 2017-06-21 Adam Klivans , Raghu Meka

At the core of modern generative modeling frameworks, including diffusion models, score-based models, and flow matching, is the task of transforming a simple prior distribution into a complex target distribution through stochastic paths in…

机器学习 · 计算机科学 2026-03-20 Sophia Tang

Recent advancements in diffusion bridges for distribution transport problems have heavily relied on matching frameworks, yet existing methods often face a trade-off between scalability and access to optimal pairings during training. Fully…

The inverse source problem for the Helmholtz equation poses significant challenges, particularly when sources exhibit complex or discontinuous geometries. Traditional numerical methods suffer from prohibitive computational costs, while…

数学物理 · 物理学 2025-10-13 Xinwei Hu , Jingrun Chen , Haijun Yu

This study investigates the iterative refinement method applied to the solution of linear discrete inverse problems by considering its application to the Tikhonov problem in mixed precision. Previous works on mixed precision iterative…

数值分析 · 数学 2025-10-22 James G. Nagy , Lucas Onisk

Graphical models have found widespread applications in many areas of modern statistics and machine learning. Iterative Proportional Fitting (IPF) and its variants have become the default method for undirected graphical model estimation, and…

统计方法学 · 统计学 2024-08-22 Kshitij Khare , Syed Rahman , Bala Rajaratnam , Jiayuan Zhou