Schrödinger Bridges

Generating signals on graphs requires permutation-equivariant models that exhibit stability with respect to relative structural perturbations. While recent graph-aware Schrödinger bridge models incorporate topology information directly into their reference dynamics, it is unclear how perturbations of the graph propagate through these dynamics and affect the resulting generated distributions. In this paper, we analyze the structural stability of graph-aware continuous-time generative models whose drift combines a graph filter with a learned graph neural network. We derive explicit Wasserstein stability bounds that quantify the effect of relative graph perturbations on the generated distributions. Motivated by these bounds, we introduce a principled framework for designing stable graph filters that preserve the smoothing behavior of graph heat diffusion, while boosting structural stability. Experiments on synthetic and fMRI signals show our stable filters enhance structural robustness while matching or exceeding the generative quality of the heat equation baseline.

We formulate and analyze the linear exponential quadratic Gaussian (LEQG) covariance steering problem in continuous time over a given deadline (finite time horizon). The solution for this problem can be seen as a risk-sensitive Schr"{o}dinger bridge between Gaussian endpoints in the linear quadratic setting. Unlike the risk-neutral case, the LEQG covariance steering controller--still a linear state feedback--can no longer be written in closed form. We show that the optimal controller is parameterized by a symmetric matrix solving an algebraic equation that encodes the implicit dependence on the risk-sensitivity parameter. We explain how the structure of this optimal controller significantly generalizes the existing results for the risk-neutral case. Building on these results, for the matched noise and input channel case, we prove the existence-uniqueness of solution for the LEQG covariance steering problem in the neighborhood of the known risk-neutral optimal solution. We give an illustrative numerical example.

Generative speech enhancement faces three gaps: spectral models capture harmonic structure but often disrupt phase, waveform models preserve phase but miss harmonics, and Schrödinger Bridges (SB) shorten transport from noise to clean speech but leave inference cost only loosely tied to training. We propose HybridSB-MoE, a dual-domain framework that fills these gaps through three contributions unified by a single asymmetric design principle. (i) Asymmetric uncertainty fusion: The spectral path captures epistemic uncertainty via expert disagreement, while the waveform bridge models aleatoric variance through stochastic dynamics. We fuse them asymmetrically, allowing the mixing weight to adapt to distinct error regimes rather than average predictions. (ii) Heterogeneous MoE with top-k=2 routing across five distinct architectural archetypes, where architectural diversity makes the epistemic signal indicate which inductive bias fails rather than small perturbations among similar experts. (iii) Discretization bound (Theorem 1): path-consistency and trajectory regularizers together bound the K-step bridge sampling error in 2-Wasserstein distance at rate K-alpha, making small-K inference an objective-level guarantee rather than an empirical claim. On VoiceBank+DEMAND, HybridSB-MoE outperforms diffusion- and SB-based baselines at their step budgets while remaining competitive with consistency-distilled few-step methods.

Diffusion bridge models leverage Doob's $h$-transform to construct stochastic transports between arbitrary endpoint distributions, and have shown strong potential in image-to-image translation and restoration. However, most existing bridge models rely on hard endpoint conditioning, which forces the terminal state to match a prescribed target exactly. This hard constraint induces terminal-boundary singularities: the terminal law collapses to a Dirac measure, and the resulting drift coefficients become ill-conditioned near the endpoint. In this paper, we propose Soft Denoising Diffusion Bridge Models (SDDBMs), a generalized framework that regularizes diffusion bridges directly at the level of their terminal constraints. Instead of imposing an exact endpoint, SDDBMs prescribe a non-degenerate Gaussian terminal marginal under the transformed path measure, with a flexible terminal center and variance. Starting from this prescribed marginal, we develop a complete closed-form construction of the soft bridge, including the Gaussian terminal reweighting and soft $h$-function, the induced Gaussian forward marginals and $\mathbf{x}_0$-free dynamics. Theoretically, SDDBMs provide a unified probabilistic perspective that encompasses existing diffusion bridge models, including DDBMs, GOUB, and UniDB, as special cases under specific parameter choices. Extensive experiments on image restoration tasks demonstrate that SDDBMs achieve improved numerical stability and superior generation quality over existing bridge-based methods.

Schrödinger bridge models restore a clean signal from a degraded observation by following the conditional bridges of a reference process, yet this reference is chosen heuristically, typically white noise with a hand-tuned schedule. We develop PRISM, a theory of bridge reference design. We characterize the time-varying Gaussian references that remain exactly tractable with per-mode schedules: precisely those whose instantaneous covariances commute. We then prove an invisibility principle: with the exact drift and unlimited solver steps, every admissible reference recovers the true posterior. The choice of reference therefore matters only under finite computational resources. For a fixed step budget, we derive the finite-step objective in closed form and prove that every optimal noise spectrum is proportional to Pk, the spectrum of information destroyed by the sensor, with a mode-independent constant x*(T) = (2 ln T)^-1/2 (1 + o(1)). The analysis shows that noise color and temporal scheduling are interchangeable, and regularization provably shifts the optimal reference toward white noise. Experiments in Gaussian settings confirm the predicted orderings and the closed-form loss floors. On FFHQ, the distortion-- perception trade-off and spectral localization transfer, but white noise outperforms the matched reference; a pre-registered study that changes the training regime refutes ridge whitening as the explanation. A 2x2 mechanism study then traces the inversion to the non-Gaussian per-mode statistics of real images. PRISM turns reference design from a hyperparameter sweep into a calculation in the Gaussian regime, and locates exactly where real images break it.

Over the past few years, diffusion-based Schrödinger bridge models have been proposed to approximate optimal transport dynamics between two prescribed boundary distributions, with successful applications to generative modeling. More precisely, these methods aim to estimate a path measure whose initial and terminal marginals match the two boundary distributions, while minimizing the Kullback-Leibler divergence with respect to a reference Markov process. In this work, we consider the generalized Schrödinger bridge problem, in which the reference process is a twisted Brownian motion, that is, a Feynman-Kac transform of a Brownian motion induced by a time-dependent differentiable potential. Building on the Iterative Markovian Fitting (IMF) paradigm, and in particular on its special case Diffusion Schrödinger Bridge Matching (DSBM), which corresponds to the zero potential case, we introduce Twisted Schrödinger Bridge Matching (TSBM), a diffusion-based method designed to handle both continuous- and discrete-time potentials. Unlike previous approaches, TSBM provides a rigorous extension of the IMF scheme to the generalized Schrödinger bridge problem. This derivation leads to a new bridge-matching loss that depends explicitly on the gradient of the potential and recovers the DSBM objective when the potential vanishes, yielding improved performance. We further introduce trajectory-based variance-reduction techniques that substantially stabilize optimization and may be useful beyond the present setting. Finally, we empirically demonstrate the benefits of TSBM for trajectory inference across increasingly high-dimensional settings, including crowd navigation and single-cell data. Code available at https://github.com/maxencenoble/twisted-sb-matching.

While whole-body multimodal medical imaging scanners have been increasingly recognized for more effective medical applications, the excessive long acquisition time in PET-MR scanning is a major obstacle in more efficient clinical practice. Deep learning-based MRI translation provides a potential solution to reduce scan duration. However, current models often focus on specific anatomical regions and face challenges for whole-body scans that consists of highly heterogeneous feature distributions mainly due to (1) different anatomical regions across whole-body, and (2) lesions or pathological tissues. This paper tackles the challenges through a novel Heterogeneity-Adaptive Diffusion Schrodinger Bridge (HA-DSB) framework. By explicitly modeling translation as stochastic transport between source and target distributions, HA-DSB incorporates region context embeddings derived from a vision-language model (VLM) to enable region-specific modeling. To enhance fidelity of the pathological tissue, lesion-aware metabolic prior from PET is integrated directly into the bridge dynamics through a dual-stage guidance mechanism. Specifically, a PET-guided noise modulation module adaptively scales spatial diffusion perturbations during the forward process, while PET features are leveraged during the reverse process to selectively amplify lesion-relevant structures via an attention mechanism. Experiments demonstrate the superiority of our method across different body regions in whole-body MRI translation and show improved translation quality in lesion areas under PET guidance. Our code is available at Github.

Recent advances in generative modeling have enabled the efficient computation of Schrödinger bridges (SB) in high-dimensional settings by leveraging partially simulation-free training methods inspired by flow matching. However, these have not covered SBs with reflecting dynamics, a useful model choice with built-in guarantees that generated samples stay in the data domain. Existing alternatives for reflected SBs instead rely on more complex training based on forward--backward SDE theory, requiring expensive higher-order derivatives and sampling entire paths during training. In this article, we introduce a partially simulation-free framework that allows reflected SBs to be trained similarly to flow matching, using a new sampling method and regression target. We demonstrate our results by coupling pairs of well-known high-dimensional image datasets. Using reflected dynamics incurs negligible additional wall-clock time during both training and inference while maintaining or slightly improving generative performance.

Brownian Bridge Diffusion Models (BBDM) offer an appealing framework for image restoration and inverse problems by constructing a stochastic bridge from the clean signal directly to the degraded observation, rather than to pure noise. Despite their promise, the choice of bridge schedule is typically inherited from heuristics, and a principled analytical framework for schedule design has been lacking. In this work, we develop such a framework by offering a novel analysis of BBDM reverse dynamics under a Mixture-of-Gaussians (MoG) prior. This setting yields a closed-form ideal posterior and a corresponding MMSE denoiser, while the BBDM-induced reconstruction law is captured analytically through a tractable surrogate. Building on these expressions, we formulate two complementary schedule-design objectives: a Wasserstein criterion targeting perceptual quality and an MSE criterion targeting reconstruction fidelity. Our work exposes an inherent tradeoff between the two and proves the existence of universal schedules for both that are independent of the degradation and prior. Extensive experiments on controlled MoG settings confirm full alignment between theory and practice, and experiments on the FFHQ dataset across inpainting, deblurring, and super-resolution tasks validate the practical value of our schedule-design criteria.

These notes recapitulate the high level mathematical principles behind different techniques for generative modeling. I show the connections between optimal transport and standard techniques such as Schr{ö}dinger bridge and flow matching.

Cross-domain diagnosis remains a major challenge in cervical cell pathology due to pronounced domain shifts across institutions and the subtle visual differences among disease stages, which jointly impair model generalization. To address these issues, this paper proposes a two-stage framework for cross-domain cervical cell detection. In the first stage, we propose the Spatially-Continuous Unpaired Neural Schrödinger Bridge (SC-UNSB), which constructs a synthetic intermediate domain to mitigate cross-domain distribution shifts by modeling image translation as an entropy-regularized optimal transport process. In the second stage, we propose a dual-level feature alignment strategy within a knowledge distillation, which progressively aligns shallow structural features and deep semantic representations to facilitate the transfer of domain-invariant knowledge from the source to the target model. Experimental results demonstrate that the proposed method effectively mitigates domain shift and category ambiguity, improving the cross-domain detection performance.

Statistical matching combines partially overlapping datasets that share covariates $X$ but observe the target $Y$ and auxiliary variables $Z$ separately. Classical approaches typically invoke the conditional independence assumption (CIA), which makes the problem identifiable but fundamentally implies that the imported auxiliary variable provides no additional predictive power for $Y$ once $X$ is known. To capture this latent $Y$--$Z$ dependence, we propose a novel dependency-aware Schrödinger bridge for predictive statistical matching. Our approach couples the two separated databases by tilting the conservative CIA baseline with a transportation-based compatibility cost, recovering an informative joint distribution. The resulting statistical learning framework yields full probabilistic posterior rules for bidirectional imputation. Theoretically, we establish a sufficient condition under which the learned bridge strictly improves over the CIA baseline, alongside an exact joint recovery guarantee in the Gaussian setting under an appropriate cost. Across synthetic benchmarks and real-world datasets (CelebA and Adult), we demonstrate that our dependency-aware completion consistently improves downstream predictive utility, proving especially beneficial in settings like data recoding where the underlying population exhibits strong $Y$--$Z$ dependence.

Tau positron emission tomography (PET) is widely used for the in vivo characterization of disease stage and progression in Alzheimer's disease (AD). With the adoption of multiple tau PET tracers including AV-1451, PI-2620, MK-6240 with different binding behaviors in various large-scale studies, there is a great need of effective harmonization methods to enable the cross-tracer integration of tau PET datasets. While previous methods such as CenTauR were proposed to standardize scalar tau PET measures, they are limited in accounting for the heterogeneity of tau pathology. In this work, we propose Feynman-Kac Reweighted Schrödinger Bridge Matching (FKRSBM), a surface-based framework for cross-tracer tau PET harmonization. FKRSBM learns a direct stochastic transport between tracer domains using Schrödinger Bridge matching, avoiding the Gaussian-prior routing used in diffusion-based translation. To promote biologically consistent transport, FKRSBM introduces an endpoint penalty favoring bridge pairings with matched tau-pathology status and implements it through a Feynman-Kac reweighted endpoint proposal. To preserve cortical organization, FKRSBM uses a spherical convolutional network for vertex-level harmonization on cortical surface meshes. In our experiments, we demonstrate our method by harmonizing Tau PET images acquired with the AV-1451 (n=1480) and PI-2620 (n=2458) tracers from two large-scale datasets. Compared to previous methods including ComBat, CycleGAN, Diffusion Model(DF), and unregularized Schrödinger Bridge Model(DSBM), the proposed FKRSBM method outperforms these baselines in subgroup-level alignment, tau-positivity consistency, and diagnostic classification while preserving subject-specific cortical topography of tau pathology. The code is available at: https://github.com/jianweizhang17/FKRSBM.

SDE-based generative models, including diffusion models and the Schrödinger bridge, have found broad applications in signal processing tasks such as speech enhancement, image restoration, and time-series generation. This note presents a modeling framework for such models within the context of stochastic thermodynamics. The main results of this note are trajectory-level definitions of work, heat, and entropy production, along with a generalized Jarzynski identity and a second-law-like inequality. The proposed framework extends the original Jarzynski setup to accommodate time-dependent bath temperature and nonconservative driving forces. This thermodynamic perspective may deepen our understanding of diffusion models and the Schrödinger bridge from a nonequilibrium statistical mechanics viewpoint.

Increasing the resolution of planetary topography models can enable a better understanding of surface processes and geomorphology; however, existing analytical super-resolution methods are expensive and difficult to apply at large scales. Generative models provide the tools to learn complex relationships within data and can be applied at scale due to hardware accelerators and parallelization. We present a diffusion-based Schrödinger Bridge (SB) generative modeling approach for lunar topography super-resolution, connecting the distribution of low-resolution topography to that of high-resolution topography, incorporating physically-constraining optical imagery. Our approach is inspired by existing Shape-from-Shading methods, which improve a priori low-resolution topography by using optical images at the target resolution. We train SBs on a novel dataset of rendered lunar topography, emulating optical imagery from the Lunar Reconnaissance Orbiter Narrow Angle Camera. The result is a flexible approach for topography super-resolution which can provide pixel-level uncertainties in the reconstruction.

Current virtual staining approaches offer the potential for time- and cost-efficient biomarker quantification in cancer diagnostics and prognostics. However, patch-wise inference for gigapixel whole slide images (WSIs) fails to maintain spatial continuity, yielding artifacts that cause catastrophic mismatches with ground-truth images. Although pathology Vision Foundation Models (VFMs) offer rich representations, their self-attention causes varying global contexts to produce inconsistent embeddings for the same physical region. We formalize and validate this ``context contamination'' as a sheaf-theoretic problem where these embeddings form a presheaf that violates the gluing axiom. To address this, we propose SheafStain, a new approach that reinterprets VFM features as sheaf-like sections for spatially and biologically coherent virtual staining. Specifically, SheafStain integrates class and patch tokens into a Schrödinger Bridge framework as sheaf-like sections. While the class token anchors biological consistency, patch tokens form a per-position spatial map. A backbone co-pretrained on Hematoxylin & Eosin (H&E) and Immunohistochemistry (IHC) yields non-degenerate cross-stain stalks, so a single VFM feature space supervises both input conditioning and output stain alignment. Departing from prior work that evaluates on isolated $256 \times 256$ patches and either random-crops or resizes the $1024 \times 1024$ ground truth, we translate at $256 \times 256$ and evaluate on the stitched $1024 \times 1024$ outputs across HER2, ER, PR, and Ki-67. SheafStain demonstrates promising results against six prior methods while mitigating patch-boundary stitching artifacts. Code will soon be released.

High-content imaging assays quantify cellular responses to chemical and genetic perturbations, yet continuous trajectories of individual cells are unobservable because cells are chemically fixed at acquisition. Perturbation modeling therefore reduces to inferring stochastic transport between control and treated populations observed only as separate marginals. While recent generative models achieve strong end-point alignment, boundary consistency does not determine intermediate evolution: multiple stochastic processes may connect identical marginals while traversing regions unsupported by observed single-cell morphologies. We introduce \textbf{FreeBridge}, a Schrödinger Bridge formulation for single-cell transition modeling under endpoint-only supervision. FreeBridge defines atomic states as instance-segmented single-cell representations, establishing a fixed cellular manifold, and learns stochastic transport constrained within this geometry via empirical latent support regularization. Across BBBC021, RxRx1, and JUMP, FreeBridge maintains competitive or improved endpoint fidelity and mechanism-of-action retention under a unified evaluation protocol; on BBBC021, it further reduces intermediate support violations. These findings highlight the importance of geometric grounding for biologically interpretable perturbation dynamics. Project page: https://y-research-sbu.github.io/FreeBridge/.

Generative models have shown promising results for speech enhancement (SE), but they often rely on multi-step inference, limiting low-latency deployment. We propose SB-RF, a one-step generative framework that integrates Rectified Flow (RF) with Schrödinger Bridge (SB) theory. During training, SB-RF samples intermediate states from an SB time marginal and trains a conditional velocity field with the RF velocity-matching objective. At inference, SB-RF starts from the noisy observation and applies a single Euler update. Experiments show that SB-RF achieves competitive performance among generative methods on the VoiceBank-DEMAND benchmark. To further assess performance beyond this standard setting, we evaluate SB-RF on a simulated low signal-to-noise ratio test set using an expanded training dataset. Under these conditions, SB-RF achieves superior performance over the compared baselines, supporting its potential for real-world applications.

The Schrödinger Bridge Problem connects an initial distribution to a terminal one along a minimum-energy stochastic process. Its mean-field extension, the Mean-Field Schrödinger Bridge, governs interacting populations whose dynamics and costs depend on the collective distribution. When these interactions are nonlocal, their direct evaluation scales quadratically with the population size, making large ensembles intractable within FBSDE-based solvers. We replace these terms with neural surrogates in state and time, trained on empirical interaction values along sampled trajectories and embedded in a four-stage alternating scheme that updates the forward and backward potentials and the surrogates in turn, while preserving forward--backward consistency and the prescribed endpoint marginals. We derive Grönwall-type stability bounds quantifying how surrogate errors propagate to the generated trajectories under a small-gain condition. On crowd-navigation and high-dimensional opinion-dynamics benchmarks, the surrogates reproduce the trajectories obtained with exact evaluation at reduced training cost. The advantage is most significant when the interaction is a nonlinear functional of the measure, such as the normalized bounded-confidence drift, for which random-batch subsampling is biased and unstable whereas the learned surrogate remains accurate.

Real-world multimodal systems must be robust against low-quality data, such as sensor noise, incomplete multimodal data and conflicting inputs. However, existing trustworthy fusion methods rely on the model's own prediction confidence to judge data quality. This creates a circular dependency: when a model is confident but wrong, these methods fail to detect the error. To break this loop, we propose Geometry-based Multimodal Fusion (GMF). Instead of relying on predictions, we evaluate reliability by measuring how much transport correction the input needs in latent space. We implement Diffusion Schrödinger Bridge transport with Rectified Flow, where the squared initial velocity gives an efficient learned correction score. Valid data has low squared velocity magnitude, while noisy, incomplete data or conflicting data requires stronger transport correction. This geometry-based reliability signal acts as an independent judge, effectively flagging unreliable inputs even when the classifier is fooled. Extensive experiments demonstrate that GMF significantly improves robustness against severe sensor noise and semantic conflicts compared to confidence-based baselines.

Coronary guidewire endpoint localization is a fundamental capability for computer-assisted PCI, and its importance increases as robot-assisted PCI is progressively adopted to reduce operator radiation exposure. However, the scarcity of annotated CAG images with guidewires and the limited adaptability of existing guidewire synthesis models remain key bottlenecks for guidewire endpoint localization. To address this issue, we propose VDSB-GWSyn, a Diffusion Schrödinger Bridge (DSB) model-based framework, enabling synthesis of controllable, high-fidelity guidewire samples under complex anatomical backgrounds. VDSB-GWSyn first uses our shape prior algorithm to learn the basic guidewire geometry. It then generates guidewire masks under constraints imposed by the vessel segmentation masks and outputs the corresponding endpoint coordinates. Finally, it synthesizes realistic guidewire samples on real CAG images using DSB conditioned with SPADE. Experimental results show that the guidewire samples synthesized by VDSB-GWSyn achieve favorable ROI-FID and ROI-KID, as well as high IPR scores. In addition, incorporating our synthesized data for synthetic pre-training followed by real fine-tuning substantially improves downstream guidewire endpoint localization, reducing MPE from 16.01px to 7.71px and increasing PCK at 3~px from 52.63% to 86.27%, leading to more clinically reliable deployment of robot-assisted guidewire delivery systems. Moreover, the core design philosophy of controllable device synthesis with strict background preservation and anatomical feasibility constraints has the potential to transfer to other interventional device perception tasks where annotated data are scarce.

Schrödinger bridges for time series (SBTS) generate synthetic paths by projecting, in relative entropy, a Brownian reference onto the path laws that match the joint distribution of the data on the observation grid. The Brownian reference, however, fixes the quadratic variation of the generated paths, which is restrictive when stochastic volatility, correlated noise, or rank-deficient covariance structures must be reproduced. We introduce "Triangular-Reference Schrödinger Bridges for Time Series" (TR-SBTS), which keeps the entropy-projection backbone of SBTS but replaces the Brownian reference by a triangular, volatility-informed, intervalwise frozen reference on a state augmented with latent covariance descriptors. The construction remains a single entropy projection on the augmented state: the minimiser is the $h$-transform of the reference, and on each frozen interval the optimal drift has the logarithmic-gradient form $b^\star(t,x)=A\,\nabla\log H(t,x)$, intrinsic to the active covariance directions when the frozen covariance $A$ is degenerate. We prove stability of the frozen approximation and consistency of the associated regularised kernel estimators, describe a reference-aware Nadaraya--Watson implementation of the conditional next-increment law, and evaluate the construction on numerical experiments.

We study stochastic density control between Gaussian-mixture endpoint distributions under Brownian prior dynamics. Since the direct Schrödinger bridge between Gaussian mixtures is generally not available in closed form, we introduce a lifted path-space construction in which each trajectory is augmented with a source--target component label. Consequently, the problem decomposes into Gaussian component-to-component Schrödinger bridges with explicit marginal, drift, and cost formulas, while the mixture-level assignment reduces to a finite-dimensional entropic coupling problem with a Sinkhorn scaling form. We then analyze the projection obtained by discarding or forgetting the label. By construction, the projected law satisfies the original Gaussian-mixture endpoint constraints, but its relative entropy generally differs from the lifted relative entropy by a nonnegative conditional label-information gap. This gap reveals a path-space obstruction: the lifted optimizer cannot, in general, be identified with the direct unlabeled Schrödinger bridge after projection. We also derive the posterior-averaged Markov drift associated with the projected marginal flow, prove a kinetic-energy upper bound, and identify a common path-potential condition under which the projection gap vanishes. Several numerical illustrations showing density and shape control are recorded for a self-contained exposition.

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 localization. We present IaMSB, an inconsistency-aware multimodal Schrödinger Bridge (SB) that jointly estimates cross-modal consistency and performs interval-level localization. Unlike diffusion models, SB minimizes path-distribution discrepancy and yields consistency scores without explicit noise injection or denoising. With the Schrödinger Bridge (SB), IaMSB unifies consistency estimation, cross-modal information selection, and bridge-step scheduling in one framework. Specifically, a lightweight coarse bridge first proposes candidate intervals and estimates cross-modal consistency; these statistics select cross-modal witness signals and allocate bridge steps asymmetrically across modalities. A refinement bridge then performs step-tuned fusion and outputs refined, time-aligned intervals. IaMSB anticipates single-sided and asynchronous forgeries and, using bottlenecked cross-modal interaction with step allocation, suppresses noise transfer, avoids unnecessary iterations. Across benchmarks, IaMSB stabilizes strict-IoU boundary precision, raising AP@0.95 by 3%~10%, and yields improved high-precision localization, particularly for single-sided forgeries.

For a fixed flow-based generative model under a small inference budget, sample quality can depend strongly on where the sampler spends its few function evaluations. Flow matching and Schrödinger bridges define probability paths, yet their inference grids are usually heuristic or inherited from one-endpoint diffusion. We derive a conditional-marginal entropy-rate objective for bridge-aware discretization, separating endpoint-conditioned bridge geometry from marginal flow evolution, and use it to build a training-free entropic inference-time scheduler from first principles. For Gaussian Brownian bridges this rate is closed-form and U-shaped, motivating boundary-heavy nonuniform grids. On trained two-dimensional bridge/flow models, the estimated profile recovers the predicted shape and improves 10-step ODE-Heun MMD over linear by 18.1%, with a paired 22.7% SDE-Heun improvement in the same low-NFE sweep. On EDM/CIFAR-10, the entropic time-discretization gives the best tested five-step FID (186.3 \pm 4.0 versus 200.5 \pm 2.9 for linear and 238.0 \pm 5.3 for cosine). On AlphaFlow protein generation, entropic conditional-marginal (cond-marg) scheduling shows advantage in low-NFE regimes on both CAMEO22 and ATLAS benchmarks. These results support entropy-rate scheduling as a practical low-budget allocation signal for high-dimensional bridge and flow samplers.

Learning generative models in settings where the source and target distributions are only specified through unpaired samples is gaining in importance. Here, one frequently-used model are Schrödinger bridges (SB), which represent the most likely evolution between both endpoint distributions. To accelerate training, simulation-free SBs avoid the path simulation of the original SB models. However, learning simulation-free SBs requires paired data; a coupling of the source and target samples is obtained as the solution of the entropic optimal transport (OT) problem. As obtaining the optimal global coupling is infeasible in many practical cases, the entropic OT problem is iteratively solved on minibatches instead. Still, the repeated cost remains substantial and the locality can distort the global transport geometry. We propose quantized diffusion Schrödinger bridges (QDSB), which compute the endpoint coupling on anchor-quantized endpoint distributions and lift the resulting plan back to original data points through cell-wise sampling. We show that the regularized optimal coupling is stable w.r.t. anchor quantization, with an error controlled by the quality of the anchor approximation. In real-world experiments, QDSB matches the sample quality of existing baselines, requiring substantially less time. Code and data are available at github.com/mathefuchs/qdsb.

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) problems with an underlying Markovian structure, under which the exponentially large MMOT collapses to a linear program (LP) polynomial in size. Focusing on the anonymous setting, we establish conditions under which the corresponding LP is feasible, totally unimodular, and consequently, yields min-cost, integral $(\{0,1\})$ transports that do not overlap in both space and time. To adapt the approach to large-scale problems, we cast the MAPF-MMOT in a probabilistic framework via Schrödinger bridges. Under standard assumptions, we show that the Schrödinger bridge formulation reduces to an entropic regularization of the corresponding MMOT that admits an iterative Sinkhorn-type solution. The Schrödinger bridge, being a probabilistic framework, provides a shadow (fractional) transport that we use as a template to solve a reduced LP and demonstrate that it results in near-optimal, integral transports at a significant reduction in complexity. Extensive experiments highlight the optimality and scalability of the proposed approaches.

We consider a mutual information (MI) regularized version of optimal density control of a discrete-time linear system. MI optimal control has been proposed as an extension of maximum entropy optimal control to trade off between control performance and benefits provided by stochastic inputs. MI regularization induces stochasticity in the policy, which poses challenges for applications of MI optimal control in safety-critical scenarios. To remedy this situation, we impose Gaussian density constraints at specified times to directly control state uncertainty. For this MI optimal density control problem, we propose an alternating optimization algorithm and derive the closed form of each step in the algorithm. In addition, we reveal that the alternating optimization of the MI optimal density control problem coincides with that of the so-called generalized Schrödinger bridge problem associated with the discrete-time linear system.

We study nonparametric estimation of Schrödinger bridge (SB) drifts from i.i.d.\ data observed on a single time interval. Starting from the conditional-ratio form of the Schrödinger bridge time-series (SBTS) drift formula, we analyze a direct Nadaraya--Watson plug-in estimator built from kernelized numerator and denominator terms. Unlike recent SB analyses based on entropic-OT potentials, Sinkhorn iterations, or iterative bridge solvers, our approach works directly at the drift level and isolates \emph{statistical error} from optimization, approximation, and discretization error. Under Hölder regularity, a marginal-density floor, and bounded support, we prove a uniform non-asymptotic bound for admissible bandwidth pairs, a pointwise CLT under genuine undersmoothing, and an adaptive bandwidth selector satisfying an oracle inequality. We also prove a pivot-local minimax lower bound which, through an explicit uniform pivot, yields a global minimax lower bound under transparent compatibility conditions; hence the adaptive selector is minimax-rate optimal up to logarithmic factors. Synthetic experiments provide theorem-targeted diagnostics for finite-sample scaling, Gaussian approximation, and adaptive behavior.

Most modern bridge-diffusion methods achieve finite-time transport by specifying an interpolation, Schrödinger-bridge, or stochastic-control objective and then learning the associated score or drift field with a neural network. In contrast, we identify a restricted but sufficiently broad and analytically solvable class in which the score, intermediate marginals, and protocol gradients are available in closed form without inner stochastic simulation loops and without neural networks in the optimization loop. We recast the classical linear--quadratic--Gaussian (LQG) stochastic-control structure as a transport problem of the Path Integral Diffusion (PID) type. In classical LQG control, linear dynamics, Gaussian noise, and quadratic costs lead to Riccati equations and closed-form optimal feedback. In LQ-GM-PID, we retain the linear--quadratic stochastic-control backbone, but replace terminal state regulation by a prescribed terminal probability density and allow both the initial and terminal laws to be Gaussian Mixtures (GM). Moreover, LQ-GM-PID turns bridge diffusion from a tool for terminal target matching alone into a tool for path shaping. We demonstrate this on a 2D corridor task, a 2D multi-entrance transport task, and a high-dimensional scaling study with $d=32$ and $M=16$ Gaussian-mixture terminal modes, all with sub-50,ms analytic precompute on a laptop. We position LQ-GM-PID as an analytically solvable reference model for the state-of-the-art neural bridge-diffusion and generative-transport methods: a controlled setting in which neural approximations, score estimates, path-shaping objectives, and protocol-learning procedures can be tested against exact quantities.

Inferring cellular trajectories from destructive snapshots is complicated by the challenges of stochasticity and non-conservative mass dynamics such as cell proliferation and apoptosis. Existing unbalanced Optimal Transport (OT) methods treat mass as a continuous fluid, performing inference at the population level. However, this macroscopic view often fails to capture the discrete, jump-like nature of birth-death events at single-cell resolution, which is essential for understanding lineage branching and fate decisions. We present Unbalanced Schrödinger Bridge (USB), a simulation-free framework for learning underlying dynamics that effectively integrates both stochastic and unbalanced effects which also models the discrete, jump-like birth-death dynamics at single-cell resolution. Theoretically, USB provides a tractable solution to the Branching Schrödinger Bridge (BSB) problem, offering a rigorous microscopic interpretation where individual cells undergo both Brownian motion and discrete birth-death jumps. Technically, the method implements an efficient solver by introducing a simulation-free training objective that effectively scales to high-dimensional omics data. Empirically, we demonstrate on both simulated and real-world datasets that USB not only achieves trajectory reconstruction performance better than or comparable to deterministic baselines but also uniquely enables realistic discrete simulation of birth-death dynamics at single-cell resolution.

Solutions to the Schrödinger bridge problem and its generalizations yield feedback control policies for optimal density steering over a controlled diffusion. To numerically compute the same, the dynamic Sinkhorn recursion has become a standard approach. The mathematical engine behind this approach is the Hopf-Cole transform that recasts the conditions for optimality into a system of boundary-coupled linear PDEs. Recent works pointed out that for the control-affine Schrödinger bridge problem, this exact linearity via Hopf-Cole transform, and thus the standard Sinkhorn recursion, apply only if the control and noise channels are proportional. When the channels do not match, the Hopf-Cole-transformed PDEs remain nonlinear, and no algorithm is available to solve the same. We advance the state-of-the-art by designing a Sinkhorn recursion with memory that leverages the structure of these nonlinear PDEs, and demonstrate how it solves the control-affine Schrödinger bridge problem with input and noise channel mismatch. We prove the local stability of the proposed algorithm.

Generative Semantic Communication (GSC) is a promising solution for image transmission over narrow-band and high-noise channels. However, existing GSC methods rely on long, indirect transport trajectories from a Gaussian to an image distribution guided by semantics, causing severe hallucination and high computational cost. To address this, we propose a general framework named Schrödinger Bridge-based GSC (SBGSC). By leveraging the Schrödinger Bridge (SB) to construct optimal transport trajectories between arbitrary distributions, SBGSC breaks Gaussian limitations and enables direct generative decoding from semantics to images. Within this framework, we design Diffusion SB-based GSC (DSBGSC). DSBGSC reconstructs the nonlinear drift term of diffusion models using Schrödinger potentials, achieving direct optimal distribution transport to reduce hallucinations and computational overhead. To further accelerate generation, we propose a self-consistency-based objective guiding the model to learn a nonlinear velocity field pointing directly toward the image, bypassing Markovian noise prediction to significantly reduce sampling steps. Simulation results demonstrate that DSBGSC outperforms state-of-the-art GSC methods, improving FID by at least 38% and SSIM by 49.3%, while accelerating inference speed by over 8 times.

The Schrödinger 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 to the stochastic case, has received attention due to its connections to diffusion models and flow matching, as well as its applications in the natural sciences. However, all existing algorithms allow to infer such dynamics only for cases where samples from both distributions are available. In this paper, we propose the first general method for modelling Schrödinger bridges when one (or both) distributions are given by their unnormalised densities, with no access to data samples. Our algorithm relies on a generalisation of the iterative proportional fitting (IPF) procedure to the data-free case, inspired by recent developments in off-policy reinforcement learning for training of diffusion samplers. We demonstrate the efficacy of the proposed data-to-energy IPF on synthetic problems, finding that it can successfully learn transports between multimodal distributions. As a secondary consequence of our reinforcement learning formulation, which assumes a fixed time discretisation scheme for the dynamics, we find that existing data-to-data Schrödinger bridge algorithms can be substantially improved by learning the diffusion coefficient of the dynamics. Finally, we apply the newly developed algorithm to the problem of sampling posterior distributions in latent spaces of generative models, thus creating a data-free image-to-image translation method. Code: https://github.com/mmacosha/d2e-stochastic-dynamics