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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.

168,695 papers · 148 categories

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229457686914 · Jun 202019922001200920172026
48 results for Schrödinger Bridge problem

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.

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.

We give a new lower bound for the first gap λ2λ1λ_2 - λ_1 of the Dirichlet eigenvalues of the Schr{ö}dinger operator on a bounded convex domain ΩΩ in Rn^n or Sn^n and greatly sharpens the previous estimates. The new bound is explicit and computable.

2004-04-22abs ↗pdf ↗

Suppose that G=(V,E)G=(V, E) is a finite graph with the vertex set VV and the edge set EE. Let ΔΔ be the usual graph Laplacian. Consider the following nonlinear Schro¨\ddot{o}dinger type equation of the form {Δuαu=f(x,u),uW1,2(V), \left \{ \begin{array}{lcr} -Δu-αu=f(x,u),\\ u\in W^{1,2}(V),\\ \end{array} \right. on graph GG, where $f(x…

2019-03-13abs ↗pdf ↗

CMCD sampler connects transport and variational inference for efficient sampling.

problem Efficient sampling and generative modeling in Bayesian computation.
method Developed a principled framework using divergences on path space, CMCD sampler with adaptive dynamics.
result CMCD sampler outperforms competing approaches across various experiments.

Study shows observability for Schrödinger equations on product manifolds with specific conditions.

problem Observability of Schrödinger equations on product manifolds with product metrics.
method Proof of observability in finite time on open subsets satisfying Vertical Geometric Control Condition, under gap condition on spectrum of F(g).
result Observability on ω for the Schrödinger equation is strictly weaker than Geometric Control Condition on product of spheres.

The goal of this article is twofold: in a first part, we prove Gaussian estimates for the heat kernel of Schr{ö}dinger operators delta + V whose potential V is "small at infinity" in an integral sense. In a second part, we prove sharp boundedness result for the associated Riesz transform with potential d(delta+V) --1/2…

2015-03-02abs ↗pdf ↗

In this paper, the Dirac, twistor and Killing equations on Weyl manifolds with CSpin structures are investigated. A conformal Schr"odinger-Lichnerowicz formula is presented and used to show integrability conditions for these equations. By introducing the Killing equation for spinors of arbitrary weight, the result of A…

1999-01-27abs ↗pdf ↗

Smooth Schrödinger Bridges improve trajectory inference by smoothing Gaussian processes.

problem Improving trajectory inference in applications like particle tracking.
method Generalizes Schrödinger Bridge problem to smooth Gaussian processes, solving the problem on phase space.
result The method outperforms existing methods on real datasets.

Extends martingale Schrödinger bridge to arbitrary dimensions and characterizes it.

problem Tackles the martingale Schrödinger bridge in arbitrary dimensions.
method Identifies continuous-time counterpart and relates to variational problems.
result Continuous martingale Schrödinger bridge coincides with Föllmer martingale in irreducible case.

Paper proposes a new method to solve Schrödinger Bridge Problem using kernel regression.

problem Schrödinger Bridge Problem in the context of entropic optimal transport.
method Forward-reverse iterative Monte Carlo procedure using kernel regression.
result Developed a provably convergent algorithm for approximating Schrödinger potentials.

New algorithm solves Schrödinger bridge problem with mismatched channels.

problem Solving Schrödinger bridge problem with input and noise channel mismatch.
method Design of a Sinkhorn recursion with memory for nonlinear PDEs.
result Demonstrates solving control-affine Schrödinger bridge problem.

We compute the genus zero bridge numbers and give lower bounds on the genus one bridge numbers for a large class of sufficiently generic hyperbolic twisted torus knots. As a result, the bridge spectra of these knots have two gaps which can be chosen to be arbitrarily large, providing the first known examples of hyperbo…

2014-03-25abs ↗pdf ↗

A new method estimates Schrödinger bridges without iterative simulations or neural networks.

problem Estimating the time-dependent drift between two probability distributions.
method Solving the static entropic optimal transport problem and modifying the potentials.
result The Sinkhorn bridge method provably estimates Schrödinger bridges with a rate of convergence dependent on the target measure's intrinsic dimensionality.

Study finds optimal martingale coupling between two distributions with minimal entropy.

problem Finding the optimal martingale coupling between two distributions with minimal relative entropy.
method Solving a dual problem to find the log-density of the optimal coupling, which represents the marginal and martingale constraints.
result The log-density of the optimal coupling is given by a triplet of real functions representing the marginal and martingale constraints.

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 extends adjoint Schrödinger bridge sampler to discrete spaces.

problem Challenges in learning discrete neural samplers due to gradients and combinatorial complexity.
method Introduces discrete ASBS, a unified framework that extends adjoint Schrödinger bridge sampler to discrete spaces.
result Empirically, discrete ASBS achieves competitive sample quality with significant advantages in training efficiency and scalability.

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.

Generative AI connects to Schrödinger bridge problems with soft constraints for stability.

problem Stability issues in generative AI due to hard terminal constraints.
method Soft-constrained Schrödinger bridge formulation and convergence analysis.
result Existence and convergence of optimal solutions as penalty grows.

New method solves tree-structured Schrödinger Bridge problems.

problem Computing Schrödinger Bridge between tree-structured distributions.
method Iterative Markovian Fitting (IMF) procedure for tree-structured costs.
result Extends IMF to tree-structured Schrödinger Bridge problems.

In this paper we study the problem of stopping a Brownian bridge XX in order to maximise the expected value of an exponential gain function. In particular, we solve the stopping problem sup0τ1E[eXτ]\sup_{0\le τ\le 1}\mathsf{E}[\mathrm{e}^{X_τ}] which was posed by Ernst and Shepp in their paper [Commun. Stoch. Anal., 9 (3), 20…

2019-03-29abs ↗pdf ↗

New method estimates Schrödinger bridge potentials via empirical risk minimization.

problem Estimating Schrödinger bridge potentials from samples.
method Rewriting Schrödinger system as a fixed-point equation and estimating the potential via empirical risk minimization.
result Uniform concentration of empirical risk around population counterpart under sub-Gaussian assumptions.

Clarifies relation for solving control-affine Schrödinger bridge problems.

problem Solving control-affine Schrödinger bridge problems via Hopf-Cole transform.
method Applies Hopf-Cole transform to conditions of optimality, resulting in nonlinear PDEs.
result Generic control-affine Schrödinger bridge requires further algorithmic development.

A new method for compressive classification using bridge regression.

problem Efficient pattern classification with compact representation.
method Proposed a deterministic bridge regression solution for compressive classification.
result Validation of the proposed solution through numerical studies on simulated and real-world data.

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.

In order to alleviate data sparsity and overfitting problems in maximum likelihood estimation (MLE) for sequence prediction tasks, we propose the Generative Bridging Network (GBN), in which a novel bridge module is introduced to assist the training of the sequence prediction model (the generator network). Unlike MLE di…

2017-06-28abs ↗pdf ↗

This work studies the statistical performance of Sinkhorn iterations in estimating Schrödinger bridges.

problem Estimating Schrödinger bridges with limited samples.
method Intermediate Sinkhorn iterations applied to the time-dependent drifts of SDEs.
result Established a statistical bound on the squared total variation error of Sinkhorn bridge iterations.