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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…

统计计算 · 统计学 2025-11-19 Hanwen Huang

Modeling the dynamics from sparsely time-resolved snapshot data is crucial for understanding complex cellular processes and behavior. Existing methods leverage optimal transport, Schr\"odinger bridge theory, or their variants to…

机器学习 · 计算机科学 2025-10-28 Zhenyi Zhang , Zihan Wang , Yuhao Sun , Tiejun Li , Peijie Zhou

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

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

Predicting the intermediate trajectories between an initial and target distribution is a central problem in generative modeling. Existing approaches, such as flow matching and Schr\"odinger bridge matching, effectively learn mappings…

机器学习 · 计算机科学 2026-03-03 Sophia Tang , Yinuo Zhang , Alexander Tong , Pranam Chatterjee

The Quantum Schr\"odinger Bridge Problem (QSBP) describes the evolution of a stochastic process between two arbitrary probability distributions, where the dynamics are governed by the Schr\"odinger equation rather than by the traditional…

机器学习 · 计算机科学 2025-10-01 Mykola Bordyuh , Djork-Arné Clevert , Marco Bertolini

A Schr\"odinger bridge is the most probable time-dependent probability distribution that connects an initial probability distribution $w_{i}$ to a final one $w_{f}$. The problem has been solved and widely used for the case of simple…

统计力学 · 物理学 2025-07-02 Henri Orland

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

Schr\"odinger bridges (SBs) provide an elegant framework for modeling the temporal evolution of populations in physical, chemical, or biological systems. Such natural processes are commonly subject to changes in population size over time…

机器学习 · 计算机科学 2023-06-16 Matteo Pariset , Ya-Ping Hsieh , Charlotte Bunne , Andreas Krause , Valentin De Bortoli

The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…

最优化与控制 · 数学 2025-10-10 Beatrice Acciaio , Songyan Hou , Gudmund Pammer

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

Understanding complex systems by inferring trajectories from sparse sample snapshots is a fundamental challenge in a wide range of domains, e.g., single-cell biology, meteorology, and economics. Despite advancements in Bridge and Flow…

In this paper, we study the stochastic Hamiltonian flow in Wasserstein manifold, the probability density space equipped with $L^2$-Wasserstein metric tensor, via the Wong--Zakai approximation. We begin our investigation by showing that the…

概率论 · 数学 2021-12-01 Jianbo Cui , Shu Liu , Haomin Zhou

Given two boundary distributions, the Schr\"odinger Bridge (SB) problem seeks the ``most likely`` random evolution between them with respect to a reference process. It has revealed rich connections to recent machine learning methods for…

机器学习 · 计算机科学 2025-06-03 Maosheng Yang

Modern distribution matching algorithms for training diffusion or flow models directly prescribe the time evolution of the marginal distributions between two boundary distributions. In this work, we consider a generalized distribution…

The static optimal transport $(\mathrm{OT})$ problem between Gaussians seeks to recover an optimal map, or more generally a coupling, to morph a Gaussian into another. It has been well studied and applied to a wide variety of tasks. Here we…

机器学习 · 计算机科学 2023-04-03 Charlotte Bunne , Ya-Ping Hsieh , Marco Cuturi , Andreas Krause

We study stochastic density control between Gaussian-mixture endpoint distributions under Brownian prior dynamics. Since the direct Schr\"odinger bridge between Gaussian mixtures is generally not available in closed form, we introduce a…

最优化与控制 · 数学 2026-05-26 Siddhartha Ganguly , George Rapakoulias , Panagiotis Tsiotras

Generalized Schr\"odinger Bridges (GSBs) are a fundamental mathematical framework used to analyze the most likely particle evolution based on the principle of least action including kinetic and potential energy. In parallel to their…

机器学习 · 统计学 2024-12-31 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

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 dynamics of a many-particle system are often modeled by mapping the Hamiltonian onto a Schr\"odinger equation. An alternative approach is to solve the Hamiltonian equations directly in a model space of many-body configurations. In a…

核理论 · 物理学 2024-01-22 G. F. Bertsch , K. Hagino
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