arXiv:2605.24795math.OCcs.LG2026-05被引 1

通过标签增强路径空间,解决高斯混合分布间随机密度控制难题。

Lifted Schrödinger Bridges for Gaussian Mixture Endpoints: Projection Gaps and Path-Space Obstructions

论文配图:Lifted Schrödinger Bridges for Gaussian Mixture Endpoints: Projection Gaps and Path-Space Obstructions
图 1 · 摘自论文原文
  • 引入带源-目标标签的升维路径构造,分解为分量间的显式桥接问题。
  • 投影后相对熵存在非负标签信息缺口,揭示路径空间障碍。
  • 在特定条件下投影间隙消失,适合生成模型与最优传输研究者阅读。

我们研究在布朗运动先验下,高斯混合分布之间的随机密度控制问题。由于高斯混合分布间的直接薛定谔桥通常无闭式解,本文提出一种升维路径空间构造:每个轨迹附加一个源-目标成分标签。问题因此分解为各成分间的显式薛定谔桥,其边际、漂移和代价均有解析表达;而混合层分配则化为具有Sinkhorn缩放形式的有限维熵耦合问题。随后分析丢弃或遗忘标签后的投影结果:投影律满足原始端点约束,但其相对熵通常与升维相对熵相差一个非负条件标签信息缺口。该缺口揭示路径空间障碍——升维最优解一般无法通过投影还原为原问题的无标签薛定谔桥。我们还推导了投影边际流对应的后验平均马尔可夫漂移,证明动能上界,并识别出投影间隙消失的共同路径势条件。若干数值示例展示了密度与形状控制效果,构成自洽阐述。

原文摘要 · Abstract (English)

We study stochastic density control between Gaussian-mixture endpoint distributions under Brownian prior dynamics. Since the direct Schrödinger bridge between Gaussian mixtures is generally not available in closed form, we introduce a lifted path-space construction in which each trajectory is augmented with a source--target component label. Consequently, the problem decomposes into Gaussian component-to-component Schrödinger bridges with explicit marginal, drift, and cost formulas, while the mixture-level assignment reduces to a finite-dimensional entropic coupling problem with a Sinkhorn scaling form. We then analyze the projection obtained by discarding or forgetting the label. By construction, the projected law satisfies the original Gaussian-mixture endpoint constraints, but its relative entropy generally differs from the lifted relative entropy by a nonnegative conditional label-information gap. This gap reveals a path-space obstruction: the lifted optimizer cannot, in general, be identified with the direct unlabeled Schrödinger bridge after projection. We also derive the posterior-averaged Markov drift associated with the projected marginal flow, prove a kinetic-energy upper bound, and identify a common path-potential condition under which the projection gap vanishes. Several numerical illustrations showing density and shape control are recorded for a self-contained exposition.

最优传输薛定谔桥生成模型路径空间

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