# Partially Observed Trajectory Inference using Optimal Transport and a Dynamics Prior

arXiv: https://arxiv.org/abs/2406.07475 · HTML: https://mlsanity.com/paper/2406.07475/

## Key facts

- Cited by 13 papers in the map (data through 14 Oct 2026).
- Builds on 27 of its 74 references that are in the map.
- First posted on arXiv 11 Jun 2024.

## Builds on (most cited first, 27 of 27)

- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [Sinkhorn Distances: Lightspeed Computation of Optimal Transportation Distances](https://mlsanity.com/paper/1306.0895/) (2013)
- [Computational Optimal Transport](https://mlsanity.com/paper/1803.00567/) (2018)
- [Score-based Generative Modeling in Latent Space](https://mlsanity.com/paper/2106.05931/) (2021)
- [A survey of the Schr"odinger problem and some of its connections with optimal transport](https://mlsanity.com/paper/1308.0215/) (2013)
- [Near-linear time approximation algorithms for optimal transport via Sinkhorn iteration](https://mlsanity.com/paper/1705.09634/) (2017)
- [TrajectoryNet: A Dynamic Optimal Transport Network for Modeling Cellular Dynamics](https://mlsanity.com/paper/2002.04461/) (2020)
- [On the relation between optimal transport and Schr"odinger bridges: A stochastic control viewpoint](https://mlsanity.com/paper/1412.4430/) (2014)
- [Proximal Optimal Transport Modeling of Population Dynamics](https://mlsanity.com/paper/2106.06345/) (2021)
- [The Schr"odinger Bridge between Gaussian Measures has a Closed Form](https://mlsanity.com/paper/2202.05722/) (2022)
- [Mean-Field Langevin Dynamics: Exponential Convergence and Annealing](https://mlsanity.com/paper/2202.01009/) (2022)
- [Convex Analysis of the Mean Field Langevin Dynamics](https://mlsanity.com/paper/2201.10469/) (2022)
- [Mean-Field Langevin Dynamics and Energy Landscape of Neural Networks](https://mlsanity.com/paper/1905.07769/) (2019)
- [An Optimal Transport approach for the Schr"odinger bridge problem and convergence of Sinkhorn algorithm](https://mlsanity.com/paper/1911.06850/) (2019)
- [Trajectory Inference via Mean-field Langevin in Path Space](https://mlsanity.com/paper/2205.07146/) (2022)
- [Analysis of a Two-Layer Neural Network via Displacement Convexity](https://mlsanity.com/paper/1901.01375/) (2019)
- [Uniform-in-time propagation of chaos for mean field Langevin dynamics](https://mlsanity.com/paper/2212.03050/) (2022)
- [Fast and Smooth Interpolation on Wasserstein Space](https://mlsanity.com/paper/2010.12101/) (2020)
- [Latent Traversals in Generative Models as Potential Flows](https://mlsanity.com/paper/2304.12944/) (2023)
- [Flow Factorized Representation Learning](https://mlsanity.com/paper/2309.13167/) (2023)
- [Nonlinear Filtering with Brenier Optimal Transport Maps](https://mlsanity.com/paper/2310.13886/) (2023)
- [Latent Schr"odinger Bridge Diffusion Model for Generative Learning](https://mlsanity.com/paper/2404.13309/) (2024)
- [An entropy minimization approach to second-order variational mean-field games](https://mlsanity.com/paper/1807.09078/) (2018)
- [Manifold learning in Wasserstein space](https://mlsanity.com/paper/2311.08549/) (2023)
- [Feedback Particle Filter for Collective Inference](https://mlsanity.com/paper/2010.06655/) (2020)
- [Manifold Learning with Sparse Regularised Optimal Transport](https://mlsanity.com/paper/2307.09816/) (2023)
- [Ensemble Observability of Linear Systems](https://mlsanity.com/paper/1507.01841/) (2015)

## Built on by (most cited first, 13 of 13)

- [Learning stochastic dynamics from snapshots through regularized unbalanced optimal transport](https://mlsanity.com/paper/2410.00844/) (2024)
- [Multi-marginal Schr"odinger Bridges with Iterative Reference Refinement](https://mlsanity.com/paper/2408.06277/) (2024)
- [Joint Velocity-Growth Flow Matching for Single-Cell Dynamics Modeling](https://mlsanity.com/paper/2505.13413/) (2025)
- [Modeling Cell Dynamics and Interactions with Unbalanced Mean Field Schr"odinger Bridge](https://mlsanity.com/paper/2505.11197/) (2025)
- [Variational Regularized Unbalanced Optimal Transport: Single Network, Least Action](https://mlsanity.com/paper/2505.11823/) (2025)
- [Integrating Dynamical Systems Modeling with Spatiotemporal scRNA-seq Data Analysis](https://mlsanity.com/paper/2503.11347/) (2025)
- [WFR-FM: Simulation-Free Dynamic Unbalanced Optimal Transport](https://mlsanity.com/paper/2601.06810/) (2026)
- [Mirror Mean-Field Langevin Dynamics](https://mlsanity.com/paper/2505.02621/) (2025)
- [CellStream: Dynamical Optimal Transport Informed Embeddings for Reconstructing Cellular Trajectories from Snapshots Data](https://mlsanity.com/paper/2511.13786/) (2025)
- [Beyond Continuity: Simulation-free Reconstruction of Discrete Branching Dynamics from Single-cell Snapshots](https://mlsanity.com/paper/2605.00545/) (2026)
- [Thinned Mean Field Langevin Dynamics](https://mlsanity.com/paper/2605.28589/) (2026)
- [Private Continuous-Time Synthetic Trajectory Generation via Mean-Field Langevin Dynamics](https://mlsanity.com/paper/2506.12203/) (2025)
- [Robust SDE Parameter Estimation Under Missing Time Information Setting](https://mlsanity.com/paper/2601.20268/) (2026)

## Abstract (arXiv)

Trajectory inference seeks to recover the temporal dynamics of a population from snapshots of its (uncoupled) temporal marginals, i.e. where observed particles are not tracked over time. Prior works addressed this challenging problem under a stochastic differential equation (SDE) model with a gradient-driven drift in the observed space, introducing a minimum entropy estimator relative to the Wiener measure and a practical grid-free mean-field Langevin (MFL) algorithm using Schr"odinger bridges. Motivated by the success of observable state space models in the traditional paired trajectory inference problem (e.g. target tracking), we extend the above framework to a class of latent SDEs in the form of observable state space models. In this setting, we use partial observations to infer trajectories in the latent space under a specified dynamics model (e.g. the constant velocity/acceleration models from target tracking). We introduce the PO-MFL algorithm to solve this latent trajectory inference problem and provide theoretical guarantees to the partially observed setting. Experiments validate the robustness of our method and the exponential convergence of the MFL dynamics, and demonstrate significant outperformance over the latent-free baseline in key scenarios.
