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This paper introduces a novel algorithm for learning diffusion bridges by leveraging the self-consistency properties of optimal control, specifically addressing the simulation of conditioned dynamics for rare events. The method operates iteratively in an online manner and avoids the computational overhead of differentiating through simulated trajectories, offering a robust solution for stochastic processes in scientific modeling.
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Control Consistency Losses for Diffusion Bridges

arXiv2 min de cititArticolul și perspectiva sunt în engleză.

arXiv:2512.05070v3 Announce Type: replace-cross Abstract: Simulating the conditioned dynamics of diffusion processes, given their initial and terminal states, is an important but challenging problem in the sciences. The difficulty is particularly pronounced for rare events, for which the unconditioned dynamics rarely reach the terminal state. In this work, we propose a novel approach for learning diffusion bridges based on a self-consistency property of the optimal control. The resulting algorithm learns the conditioned dynamics in an iterative online manner, and exhibits strong performance in a range of empirical settings without requiring differentiation through simulated trajectories. Beyond the diffusion bridge setting, we draw connections between our self-consistency framework and recent advances in the wider stochastic optimal control literature.

Abstract:Simulating the conditioned dynamics of diffusion processes, given their initial and terminal states, is an important but challenging problem in the sciences. The difficulty is particularly pronounced for rare events, for which the unconditioned dynamics rarely reach the terminal state. In this work, we propose a novel approach for learning diffusion bridges based on a self-consistency property of the optimal control. The resulting algorithm learns the conditioned dynamics in an iterative online manner, and exhibits strong performance in a range of empirical settings without requiring differentiation through simulated trajectories. Beyond the diffusion bridge setting, we draw connections between our self-consistency framework and recent advances in the wider stochastic optimal control literature.

Machine Learning (stat.ML); Machine Learning (cs.LG)

arXiv:2512.05070 [stat.ML]

(or arXiv:2512.05070v3 [stat.ML] for this version)

https://doi.org/10.48550/arXiv.2512.05070 Focus to learn more arXiv-issued DOI via DataCite

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