5 papers · 1 filter
Diffusion Approximations to Schrödinger Bridges and the Convergence of Entropic Potentials
Garrett Mulcahy, Soumik Pal
Consider the Monge-Kantorovich optimal transport problem between two Euclidean densities and and quadratic cost. The -Schrödinger bridge is the solution to the…
Noising-Denoising by Large Temperature Schrödinger Bridges
Garrett Mulcahy
In this note, we establish a connection between denoising diffusion models and large temperature dynamic Schrödinger bridges computed with respect to certain reference processes. I…
Diffusion Approximations to Schrödinger Bridges on Manifolds
Garrett Mulcahy, Soumik Pal
We present a collection of explicit diffusion approximations to small temperature Schrödinger bridges on manifolds. Our most precise results are when both marginals are the same an…
Langevin Diffusion Approximation to Same Marginal Schrödinger Bridge
Medha Agarwal, Zaid Harchaoui, Garrett Mulcahy +1
We introduce a novel approximation to the same marginal Schrödinger bridge using the Langevin diffusion. As , it is known that the barycentric projection…
Iterated Schrödinger bridge approximation to Wasserstein Gradient Flows
Medha Agarwal, Zaid Harchaoui, Garrett Mulcahy +1
We introduce a novel discretization scheme for Wasserstein gradient flows that involves successively computing Schrödinger bridges with the same marginals. This is different from b…