Control Consistency Losses for Diffusion Bridges

Track: Main Track

Keywords: Diffusion Bridges, Optimal Control

TL;DR: We utilise a self-consistency property of the conditioned dynamics of a diffusion process, in order to sample diffusion bridges.

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 leverage a self-consistency property of the conditioned dynamics to learn the diffusion bridge in an iterative online manner, and demonstrate promising empirical results in a range of settings.

Submission Number: 48