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conditional sampling 1diffusion models 1kernel methods 1spectral methods 1stochastic processes 1

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20242026
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stat.CO2025

Simulating Diffusion Bridges with Score Matching

Jeremy Heng, Valentin De Bortoli, Arnaud Doucet +1

We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffu…