Stochastic Optimal Control for Diffusion Bridges in Function Spaces
On the map: Diffusion models → Diffusion foundations and sampling
Abstract (arXiv)
Recent advancements in diffusion models and diffusion bridges primarily focus on finite-dimensional spaces, yet many real-world problems necessitate operations in infinite-dimensional function spaces for more natural and interpretable formulations. In this paper, we present a theory of stochastic optimal control (SOC) tailored to infinite-dimensional spaces, aiming to extend diffusion-based algorithms to function spaces. Specifically, we demonstrate how Doob's h-transform, the fundamental tool for constructing diffusion bridges, can be derived from the SOC perspective and expanded to infinite dimensions. This expansion presents a challenge, as infinite-dimensional spaces typically lack closed-form densities. Leveraging our theory, we establish that solving the optimal control problem with a specific objective function choice is equivalent to learning diffusion-based generative models. We propose two applications: (1) learning bridges between two infinite-dimensional distributions and (2) generative models for sampling from an infinite-dimensional distribution. Our approach proves effective for diverse problems involving continuous function space representations, such as resolution-free images, time-series data, and probability density functions.
Key facts. Cited by 16 papers in the map (data through 7 Oct 2026). Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models. Builds on 47 of its 76 references that are in the map. First posted on arXiv 31 May 2024.
Builds on
47 of 76 references.
Closest ancestors · 17
Same direction, newest first
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- 2020Denoising Diffusion Probabilistic Models19 Jun
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Citing papers per year: 2024: 2; 2025: 4; 2026: 10.
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- 2024Amortized Control of Continuous State Space Feynman-Kac Model for Irregular Time Series8 Oct 2024
- 2025Diffusion Bridge or Flow Matching? A Unifying Framework and Comparative Analysiscited by 3
- 2026Supervised Guidance Training for Infinite-Dimensional Diffusion Modelscited by 3
- 2026Inference-Time Attribute Distribution Alignment for Unconditional Diffusioncited by 2
- 2026Energy-oriented Diffusion Bridge for Image Restoration with Foundational Diffusion Modelscited by 1
- 2026Stochastic Interpolants in Hilbert Spacescited by 0
- 2026Infinite-dimensional generative diffusions via Doob's h-transformcited by 0
- 2026Inference-Time Attribute Distribution Alignment for Unconditional Diffusion8 May 2026
- 2026Energy-oriented Diffusion Bridge for Image Restoration with Foundational Diffusion Models13 Apr 2026
- 2026Infinite-dimensional generative diffusions via Doob's h-transform6 Feb 2026
- 2026Stochastic Interpolants in Hilbert Spaces2 Feb 2026
- 2026Supervised Guidance Training for Infinite-Dimensional Diffusion Models28 Jan 2026
- 2025Diffusion Bridge or Flow Matching? A Unifying Framework and Comparative Analysis29 Sep 2025
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- 2024Amortized Control of Continuous State Space Feynman-Kac Model for Irregular Time Seriescited by 9
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- 2026Deep Hilbert--Galerkin Methods for Infinite-Dimensional PDEs and Optimal Controlcited by 2
- 2025A Unified and Fast-Sampling Diffusion Bridge Framework via Stochastic Optimal Controlcited by 1
- 2026Relative Entropy Estimation in Function Space: Theory and Applications to Trajectory Inferencecited by 1
- 2026LatentFlow: A General Framework for Conditioning Stochastic Processescited by 1
- 2026Sparsely-Supervised Data Assimilation via Physics-Informed Schr"odinger Bridgecited by 0
- 2026LatentFlow: A General Framework for Conditioning Stochastic Processes14 Jul 2026
- 2026Relative Entropy Estimation in Function Space: Theory and Applications to Trajectory Inference22 Apr 2026
- 2026Sparsely-Supervised Data Assimilation via Physics-Informed Schr"odinger Bridge20 Mar 2026
- 2026Deep Hilbert--Galerkin Methods for Infinite-Dimensional PDEs and Optimal Control19 Mar 2026
- 2026Discrete Adjoint Schr"odinger Bridge Sampler9 Feb 2026
- 2025Functional Adjoint Sampler: Scalable Sampling on Infinite Dimensional Spaces9 Nov 2025
- 2025A Unified and Fast-Sampling Diffusion Bridge Framework via Stochastic Optimal Control23 May 2025
- 2025UniDB: A Unified Diffusion Bridge Framework via Stochastic Optimal Control9 Feb 2025
- 2024Conditional Lagrangian Wasserstein Flow for Time Series Imputation10 Oct 2024
- 2024Amortized Control of Continuous State Space Feynman-Kac Model for Irregular Time Series8 Oct 2024
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