Python

GMMflow

A closed-form Schrodinger bridge solver for problems whose boundary distributions are Gaussian mixtures.

GMMflow

GMMflow

GMMflow solves Schrödinger bridge and optimal transport problems whose boundary distributions are Gaussian mixture models, without training a neural network. The drift of the controlled SDE carrying one mixture to the other is given a closed-form parameterisation, and its optimal parameters are recovered by solving a linear program, which makes the solver light enough to run where a learned bridge would be impractical.

The control-theoretic formulation extends to the multi-marginal momentum Schrödinger bridge and to problems with general linear prior dynamics. The repository is the official PyTorch implementation, with notebooks for the Gaussian mixture examples, the multi-marginal case and an image-translation experiment.

Reference

G. Rapakoulias, A. R. Pedram, F. Liu, L. Zhu and P. Tsiotras, “Go With the Flow: Fast Diffusion for Gaussian Mixture Models,” Thirty-Ninth Annual Conference on Neural Information Processing Systems (NeurIPS), 2025.

Visit the GitHub repository for the source code.