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.
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…
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.
We study a sequential learning problem for stable matchings in two-sided markets where preferences on both sides are initially unknown. We focus on a centralized setting where an algorithm matches agents at each time step and receives noisy rewards that reflect the preferences of…
Diffusion models (DMs) are a state-of-the-art generative method to approximately sample from an unknown distribution. Their training and evaluation primarily rely on an Evidence Lower Bound (ELBO), which relates the Kullback-Leibler (KL) divergence of model samples to the score m…
Overparameterized models often have continuous parameter symmetries, so different parameters define the same predictor. We show that PAC--Bayesian analysis should be performed on the quotient predictor space: pushing a prior and posterior to the quotient preserves the empirical a…
Systematic comparisons between current situations and structurally similar past events in the historical, i.e., historical analogies, is among the most powerful tools for foresight analysis. In this work, we present a new task called Analogical Deep Research (ADR) to Large Langua…