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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…

机器学习 · 统计学 2023-10-31 Maxence Noble , Valentin De Bortoli , Arnaud Doucet , Alain Durmus

Solving transport problems, i.e. finding a map transporting one given distribution to another, has numerous applications in machine learning. Novel mass transport methods motivated by generative modeling have recently been proposed, e.g.…

机器学习 · 统计学 2023-12-13 Yuyang Shi , Valentin De Bortoli , Andrew Campbell , Arnaud Doucet

The Schr\"odinger Bridge (SB) problem offers a powerful framework for combining optimal transport and diffusion models. A promising recent approach to solve the SB problem is the Iterative Markovian Fitting (IMF) procedure, which alternates…

机器学习 · 计算机科学 2024-11-06 Nikita Gushchin , Daniil Selikhanovych , Sergei Kholkin , Evgeny Burnaev , Alexander Korotin

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…

机器学习 · 统计学 2025-10-27 Marta Gentiloni Silveri , Giovanni Conforti , Alain Durmus

The Iterative Markovian Fitting (IMF) procedure, which iteratively projects onto the space of Markov processes and the reciprocal class, successfully solves the Schr\"odinger Bridge (SB) problem. However, an efficient practical…

The optimal transport problem has recently developed into a powerful framework for various applications in estimation and control. Many of the recent advances in the theory and application of optimal transport are based on regularizing the…

最优化与控制 · 数学 2021-03-12 Isabel Haasler , Axel Ringh , Yongxin Chen , Johan Karlsson

The Schr\"odinger bridge problem is concerned with finding a stochastic dynamical system bridging two marginal distributions that minimises a certain transportation cost. This problem, which represents a generalisation of optimal transport…

机器学习 · 计算机科学 2026-03-03 Kirill Tamogashev , Nikolay Malkin

We consider anonymous multi-agent path finding (MAPF) where a set of robots is tasked to travel to a set of targets on a finite, connected graph. We show that MAPF can be cast as a special class of multi-marginal optimal transport (MMOT)…

机器学习 · 计算机科学 2026-05-12 Usman A. Khan , Joseph W. Durham

Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative modelling. For finite spaces, these problems are commonly solved…

机器学习 · 统计学 2025-12-30 O. Deniz Akyildiz , Pierre Del Moral , Joaquín Miguez

Over the last several years, there has been significant progress in developing neural solvers for the Schr\"odinger Bridge (SB) problem and applying them to generative modelling. This new research field is justifiably fruitful as it is…

Entropy-regularized optimal transport, which has strong links to the Schr\"odinger bridge problem in statistical mechanics, enjoys a variety of applications from trajectory inference to generative modeling. A major driver of renewed…

机器学习 · 统计学 2026-01-27 Anand Srinivasan , Jean-Jacques Slotine

The \emph{Schr\"odinger problem} is obtained by replacing the mean square distance with the relative entropy in the Monge-Kantorovich problem. It was first addressed by Schr\"odinger as the problem of describing the most likely evolution of…

概率论 · 数学 2018-06-22 Giovanni Conforti

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

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…

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

Many natural dynamic processes -- such as in vivo cellular differentiation or disease progression -- can only be observed through the lens of static sample snapshots. While challenging, reconstructing their temporal evolution to decipher…

机器学习 · 计算机科学 2025-12-08 Thomas Gravier , Thomas Boyer , Auguste Genovesio

The Multimarginal Schr\"odinger Bridge (MSB) finds the optimal coupling among a collection of random vectors with known statistics and a known correlation structure. In the MSB formulation, this correlation structure is specified \emph{a…

机器学习 · 计算机科学 2025-09-16 Georgiy A. Bondar , Abhishek Halder

Mass transport problems arise in many areas of machine learning whereby one wants to compute a map transporting one distribution to another. Generative modeling techniques like Generative Adversarial Networks (GANs) and Denoising Diffusion…

机器学习 · 计算机科学 2024-09-17 Valentin De Bortoli , Iryna Korshunova , Andriy Mnih , Arnaud Doucet

Optimal transport (OT) and Schr{\"o}dinger bridge (SB) problems have emerged as powerful frameworks for transferring probability distributions with minimal cost. However, existing approaches typically focus on endpoint matching while…

最优化与控制 · 数学 2025-10-09 Xu Duan , Dongmei Chen

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…

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