Bridge Graphical Models: Coupling, Projection, and Current-Preserving Dynamics for Generative Modeling

Continuous-time generative models are often built from endpoint-conditioned bridges, but generation requires a different object: a non-anticipative Markov decoder that only observes the current state and time. We identify this bridge-to-decoder compression as a structural bottleneck shared by diffusion models, flow matching, rectified flow, Schr"odinger bridges, and field-based generative models. We introduce the Markovization gap, the time-integrated conditional variance of the bridge velocity given the Markov state. It is the MMSE of predicting endpoint-conditioned motion from the information available to a sampler, and it measures an irreducible loss incurred before any neural network is trained. To make this bottleneck comparable across model families, we define Bridge Graphical Models (BGMs), which separate endpoint coupling, bridge law, Markovian projection, and current-preserving dynamics representation as independent design choices. The same formalism also represents Poisson and electrostatic models as field-line bridge kernels with a corresponding field-line Markovization gap. Across synthetic, latent, and pixel-space pilots on CIFAR-10 and Fashion-MNIST, a feature-space proxy gap estimated in minutes before training ranks design choices in the same direction as downstream training loss and FID under fixed architecture, bridge, sampler, and compute. These results support the Markovization gap as a pre-training diagnostic for bridge and coupling design.