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We study generative modeling for time series using entropic optimal transport and the Schr\"odinger bridge (SB) framework, with a focus on applications in finance and energy modeling. Extending the diffusion-based approach of Hamdouche,…

数理金融 · 定量金融 2026-02-24 Stefano De Marco , Huyên Pham , Davide Zanni

Audio-visual deepfake localization demands interval-level outputs that serve as temporal evidence. Despite recent progress, symmetric fusion under single-sided or asynchronous forgeries propagates cross-modal noise, degrading high-precision…

计算机视觉与模式识别 · 计算机科学 2026-05-25 Jiayu Xiong , Jing Wang , Qi Zhang , Wanlong Wang , Jun Xue

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…

机器学习 · 计算机科学 2025-06-19 George Rapakoulias , Ali Reza Pedram , Panagiotis Tsiotras

Time-series single-cell RNA-sequencing (scRNA-seq) datasets offer unprecedented insights into the dynamics and heterogeneity of cellular systems. These systems exhibit multiscale collective behaviors driven by intricate intracellular gene…

定量方法 · 定量生物学 2025-05-23 Qi Jiang , Lei Zhang , Longquan Li , Lin Wan

Generative diffusion models use time-forward and backward stochastic differential equations to connect the data and prior distributions. While conventional diffusion models (e.g., score-based models) only learn the backward process, more…

机器学习 · 计算机科学 2024-12-25 Kentaro Kaba , Reo Shimizu , Masayuki Ohzeki , Yuki Sughiyama

Operating in environments alongside humans requires robots to make decisions under uncertainty. In addition to exogenous dynamics, they must reason over others' hidden mental-models and mental-states. While Interactive POMDPs and Bayesian…

机器人学 · 计算机科学 2026-02-04 Kevin Alcedo , Pedro U. Lima , Rachid Alami

Spatiotemporal image generation is a highly meaningful task, which can generate future scenes conditioned on given observations. However, existing change generation methods can only handle event-driven changes (e.g., new buildings) and fail…

计算机视觉与模式识别 · 计算机科学 2026-04-10 Zhenghui Zhao , Chen Wu , Xiangyong Cao , Di Wang , Hongruixuan Chen , Datao Tang , Liangpei Zhang , Zhuo Zheng

High-dimensional imaging of neural activity, such as widefield calcium and functional ultrasound imaging, provide a rich source of information for understanding the relationship between brain activity and behavior. Accurately modeling…

神经元与认知 · 定量生物学 2025-09-24 Mohammad Hosseini , Maryam M. Shanechi

Understanding cellular trajectories via time-resolved single-cell transcriptomics is vital for studying development, regeneration, and disease. A key challenge is inferring continuous trajectories from discrete snapshots. Biological…

The essence of a chemical reaction lies in the redistribution and reorganization of electrons, which is often manifested through electron transfer or the migration of electron pairs. These changes are inherently discrete and abrupt in the…

机器学习 · 计算机科学 2025-07-14 Haitao Lin , Junjie Wang , Zhifeng Gao , Xiaohong Ji , Rong Zhu , Linfeng Zhang , Guolin Ke , Weinan E

The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schr\"odinger bridges, by incorporating termination (killing) of stochastic flows.…

最优化与控制 · 数学 2024-06-24 Asmaa Eldesoukey , Olga Movilla Miangolarra , Tryphon T. Georgiou

We propose a novel generative model for time series based on Schr{\"o}dinger bridge (SB) approach. This consists in the entropic interpolation via optimal transport between a reference probability measure on path space and a target measure…

最优化与控制 · 数学 2023-04-12 Mohamed Hamdouche , Pierre Henry-Labordere , Huyên Pham

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…

机器学习 · 计算机科学 2026-03-24 Nikita Puchkin , Denis Suchkov , Alexey Naumov , Denis Belomestny

The bridge problem is to find an SDE (or sometimes an ODE) that bridges two given distributions. The application areas of the bridge problem are enormous, among which the recent generative modeling (e.g., conditional or unconditional image…

机器学习 · 计算机科学 2025-09-15 Minyoung Kim

We consider a Schr\"odinger bridge problem where the Markov process is subject to parameter perturbations, forming an ensemble of systems. Our objective is to steer this ensemble from the initial distribution to the final distribution using…

最优化与控制 · 数学 2024-12-05 Daniel Owusu Adu , Yongxin Chen

Consider a reference Markov process with initial distribution $\pi_{0}$ and transition kernels $\{M_{t}\}_{t\in[1:T]}$, for some $T\in\mathbb{N}$. Assume that you are given distribution $\pi_{T}$, which is not equal to the marginal…

统计计算 · 统计学 2020-01-01 Espen Bernton , Jeremy Heng , Arnaud Doucet , Pierre E. Jacob

Schrodinger Bridges (SBs) are diffusion processes that steer, in finite time, a given initial distribution to another final one while minimizing a suitable cost functional. Although various methods for computing SBs have recently been…

机器学习 · 计算机科学 2025-10-15 George Rapakoulias , Ali Reza Pedram , Fengjiao Liu , Lingjiong Zhu , Panagiotis Tsiotras

The dynamics of cellular pattern formation is crucial for understanding embryonic development and tissue morphogenesis. Recent studies have shown that human dermal fibroblasts cultured on liquid crystal elastomers can exhibit an increase in…

生物物理 · 物理学 2023-08-25 Mengyang Gu , Xinyi Fang , Yimin Luo

Electroencephalography (EEG) provides a non-invasive insight into the brain's cognitive and emotional dynamics. However, modeling how these states evolve in real time and quantifying the energy required for such transitions remains a major…

机器学习 · 计算机科学 2026-04-03 Sriram Sattiraju , Vaibhav Gollapalli , Aryan Shah , Timothy McMahan

Resampling from a target measure whose density is unknown is a fundamental problem in mathematical statistics and machine learning. A setting that dominates the machine learning literature consists of learning a map from an easy-to-sample…

机器学习 · 计算机科学 2026-02-24 Leticia Mattos Da Silva , Silvia Sellán , Francisco Vargas , Justin Solomon