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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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80160240320 · May 202619922001200920172026
48 results for Geometric Diffusion Bridge

New approach to control diffusion processes with soft constraints.

problem Finding an optimal diffusion process with a target terminal distribution.
method Generalized Schrödinger bridge problem with soft constraints, solving for a geometric mixture of target and other distributions.
result The terminal distribution of the optimally controlled process is a geometric mixture of the target and another distribution.

Neural network approximates diffusion bridges for efficiency and robustness.

problem Efficient simulation of conditioned diffusion processes, especially rare events and multimodal distributions.
method Trains a neural network to approximate bridge dynamics, eliminating MCMC and score modeling.
result Efficient sampling of conditioned diffusion bridges at comparable cost to unconditioned process.

This paper tackles infinite-dimensional diffusion bridge simulation using operator learning.

problem Challenges in simulating diffusion bridges for modeling natural data due to intractable drift terms and continuous data representations.
method Merges score matching techniques with operator learning to directly learn infinite-dimensional bridges.
result Demonstrates high efficacy in simulating diffusion bridges for various applications, including real-world biological data.

Stochastic bridges are commonly used to impute missing data with a lower sampling rate to generate data with a higher sampling rate, while preserving key properties of the dynamics involved in an unbiased way. While the generation of Brownian bridges and Ornstein-Uhlenbeck bridges is well understood, unbiased generatio…

2019-11-25abs ↗pdf ↗

Paper introduces a new generative learning model using Schrödinger bridge diffusion in latent space.

problem Learning distributions from divergent data distributions.
method Pre-training with large-scale models, Schrödinger bridge diffusion model in latent space.
result Effective control of second-order Wasserstein distance between generated and target distributions.

In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering the simulation of conditioned (jump) diffusion bridge sample paths in light of recent work developing a mathematical framework for simulating finite dimensional …

2015-05-12abs ↗pdf ↗

FDBM models use fractional Brownian motion to model complex stochastic processes.

problem Capturing memory effects and long-range dependencies in stochastic processes.
method Developed a generative diffusion bridge framework using a Markovian approximation of fractional Brownian motion.
result FDBM outperforms standard models in predicting future states and unpaired data translation.

Discrete diffusion samplers improve sampling from unnormalised densities.

problem Sampling from discrete unnormalised densities efficiently.
method Introduce off-policy training techniques and data-to-energy Schrödinger bridge training for discrete diffusion samplers.
result Improved performance on synthetic and new benchmarks.

Extends diffusion-based Schrödinger bridge models to handle time-dependent potentials.

problem Approximating optimal transport dynamics between two boundary distributions with a twisted Brownian motion reference.
method Introduces Twisted Schrödinger Bridge Matching (TSBM) using the Iterative Markovian Fitting (IMF) paradigm, incorporating a gradient-dependent bridge-matching loss.
result Improves trajectory inference across high-dimensional settings, including crowd navigation and single-cell data.

Uniform heat kernel and diffusion bridge asymptotics for sub-Riemannian geometry.

problem Analyzing sub-Riemannian heat kernels and their derivatives on incomplete manifolds.
method Localized asymptotic analysis, focusing on minimizing geodesics and the non-abnormal cut locus.
result Uniform bounds and expansions for heat kernels and their derivatives on compacts, including the diffusion bridge measure.

LightSBB-M improves generative diffusion modeling with lower 2-Wasserstein distances.

problem Improving generative diffusion models using Schrödinger Bridge and Bass methods.
method Optimizes SBB transport plan with dual representation and tunable beta parameter.
result Achieves up to 32% improvement in 2-Wasserstein distance on synthetic datasets.

New method for efficient conditional sampling from diffusion models.

problem Efficient conditional simulation from diffusion models.
method Explicit forward-backward bridging to express conditional simulation as an inference problem.
result Principled particle Gibbs and pseudo-marginal samplers for conditional distribution.

This work studies the contraction coefficients of Schrödinger bridge problems in linear systems.

problem Optimally controlling the evolution of a system's state density over time.
method Analyzes and improves the convergence rates of dynamic Schrödinger systems via geometric and control-theoretic interpretations.
result New insights into improving computation of worst-case contraction coefficients by preconditioning.

Unified framework for robust, stable, and efficient density ratio estimation.

problem Density-chasm and support-chasm problems in density ratio estimation.
method Dequantified diffusion-Schrödinger bridge (D3RE) framework with DDBI and DSBI.
result Offers uniform approximation and bounded time scores in theory and empirical performance.

Method infers parameters in complex diffusion processes.

problem Parameter inference in high-dimensional, non-linear diffusion processes.
method Differentiable score matching to approximate diffusion bridges, used in an importance sampler.
result Numerically stable framework for parameter inference and diffusion mean estimation.

We introduce two constructions in geometric deep learning for 1) transporting orientation-dependent convolutional filters over a manifold in a continuous way and thereby defining a convolution operator that naturally incorporates the rotational effect of holonomy; and 2) allowing efficient evaluation of manifold convol…

2019-09-13abs ↗pdf ↗

UNSB uses neural Schrödinger Bridge to solve unpaired image-to-image translation.

problem Difficulties in unpaired image-to-image translation with diffusion models.
method Expresses SB problem as adversarial learning problems, incorporating advanced discriminators and regularization.
result Successfully solves various unpaired image-to-image translation tasks.

Improved inverse problem solving with data consistency in diffusion models.

problem Speed and data consistency issues in diffusion model-based inverse problems.
method Data Consistent Direct Diffusion Bridges (CDDB) that ensures data consistency without fine-tuning.
result CDDB outperforms inconsistent DDB in perception and distortion metrics.

New algorithm preserves transport maps for better diffusion model training.

problem Training diffusion models with task-specific optimality structures.
method Generalized Schrödinger Bridge Matching (GSBM), inspired by conditional stochastic optimal control.
result GSBM better preserves transport maps, enabling stable convergence and improved scalability.

TreeDSB solves mOT problems on tree-structured costs for Wasserstein barycenters.

problem Optimal transport with multiple marginals and tree-structured quadratic costs.
method Tree-based Diffusion Schrödinger Bridge (TreeDSB) for continuous and dynamic solutions.
result TreeDSB efficiently computes Wasserstein barycenters in high dimensions.

Generative model on manifolds reduces divergence computation and improves scalability.

problem Difficulties in modeling data on non-Euclidean spaces due to expensive divergence computation and approximations of heat kernel.
method Riemannian Diffusion Mixture, a principled framework using a mixture of bridge processes.
result Achieves superior performance on diverse manifolds with reduced simulation steps.

Introduces VSMD to improve generative diffusion processes without high costs.

problem High training costs and scalability issues in generative diffusion processes.
method Introduces variational Schrödinger momentum diffusion (VSMD) with adaptively transport-optimized variational scores and critical-damping transform.
result Efficiently generates anisotropic shapes while maintaining transport efficacy, outperforming alternatives.