Data-to-Energy Stochastic Dynamics
- URL: http://arxiv.org/abs/2509.26364v1
- Date: Tue, 30 Sep 2025 15:03:55 GMT
- Title: Data-to-Energy Stochastic Dynamics
- Authors: Kirill Tamogashev, Nikolay Malkin,
- Abstract summary: We propose the first general method for modelling Schr"odinger bridges when one (or both) distributions are given by their unnormalised densities.<n>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.<n>We demonstrate the efficacy of the proposed data-to-energy IPF on synthetic problems, finding that it can successfully learn transports between multimodal distributions.
- Score: 16.394074432826823
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: 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 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 Schr\"odinger 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 Schr\"odinger 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
Related papers
- A Closed-Form Framework for Schrödinger Bridges Between Arbitrary Densities [0.0]
We introduce a unified closed-form framework for representing the dynamics of Schrdinger Bridge systems.<n>We develop a simulation-free algorithm that infers SB dynamics directly from samples of the source and target distributions.<n>This work opens a new direction for efficient and scalable diffusion modeling across scientific and machine learning applications.
arXiv Detail & Related papers (2025-11-11T03:08:26Z) - Diffusion models for multivariate subsurface generation and efficient probabilistic inversion [0.0]
Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks.<n>We introduce a likelihood approximation accounting for the noise-contamination that is inherent in diffusion modeling.<n>Our tests show significantly improved statistical robustness, enhanced sampling of the posterior probability density function.
arXiv Detail & Related papers (2025-07-21T17:10:16Z) - Overcoming Dimensional Factorization Limits in Discrete Diffusion Models through Quantum Joint Distribution Learning [79.65014491424151]
We propose a quantum Discrete Denoising Diffusion Probabilistic Model (QD3PM)<n>It enables joint probability learning through diffusion and denoising in exponentially large Hilbert spaces.<n>This paper establishes a new theoretical paradigm in generative models by leveraging the quantum advantage in joint distribution learning.
arXiv Detail & Related papers (2025-05-08T11:48:21Z) - G2D2: Gradient-Guided Discrete Diffusion for Inverse Problem Solving [83.56510119503267]
This paper presents a novel method for addressing linear inverse problems by leveraging generative models based on discrete diffusion as priors.<n>We employ a star-shaped noise process to mitigate the drawbacks of traditional discrete diffusion models with absorbing states.
arXiv Detail & Related papers (2024-10-09T06:18:25Z) - Constrained Diffusion Models via Dual Training [80.03953599062365]
Diffusion processes are prone to generating samples that reflect biases in a training dataset.
We develop constrained diffusion models by imposing diffusion constraints based on desired distributions.
We show that our constrained diffusion models generate new data from a mixture data distribution that achieves the optimal trade-off among objective and constraints.
arXiv Detail & Related papers (2024-08-27T14:25:42Z) - On the Trajectory Regularity of ODE-based Diffusion Sampling [79.17334230868693]
Diffusion-based generative models use differential equations to establish a smooth connection between a complex data distribution and a tractable prior distribution.
In this paper, we identify several intriguing trajectory properties in the ODE-based sampling process of diffusion models.
arXiv Detail & Related papers (2024-05-18T15:59:41Z) - Convergence Analysis of Discrete Diffusion Model: Exact Implementation
through Uniformization [17.535229185525353]
We introduce an algorithm leveraging the uniformization of continuous Markov chains, implementing transitions on random time points.
Our results align with state-of-the-art achievements for diffusion models in $mathbbRd$ and further underscore the advantages of discrete diffusion models in comparison to the $mathbbRd$ setting.
arXiv Detail & Related papers (2024-02-12T22:26:52Z) - A Geometric Perspective on Diffusion Models [57.27857591493788]
We inspect the ODE-based sampling of a popular variance-exploding SDE.
We establish a theoretical relationship between the optimal ODE-based sampling and the classic mean-shift (mode-seeking) algorithm.
arXiv Detail & Related papers (2023-05-31T15:33:16Z) - Reflected Diffusion Models [93.26107023470979]
We present Reflected Diffusion Models, which reverse a reflected differential equation evolving on the support of the data.
Our approach learns the score function through a generalized score matching loss and extends key components of standard diffusion models.
arXiv Detail & Related papers (2023-04-10T17:54:38Z) - Diffusion Normalizing Flow [4.94950858749529]
We present a novel generative modeling method called diffusion normalizing flow based on differential equations (SDEs)
The algorithm consists of two neural SDEs: a forward SDE that gradually adds noise to the data to transform the data into Gaussian random noise, and a backward SDE that gradually removes the noise to sample from the data distribution.
Our algorithm demonstrates competitive performance in both high-dimension data density estimation and image generation tasks.
arXiv Detail & Related papers (2021-10-14T17:41:12Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.