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Momentum Multi-Marginal Schrödinger Bridge Matching

NeurIPS 2025 · Probabilistic and scientific modeling › Dynamical systems · approach: Stochastic population dynamics · 0 citations (OpenAlex)

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Proposes 3MSBM, a simulation-free momentum (phase-space) multi-marginal Schrödinger bridge matching method that uses closed-form multi-marginal Brownian bridges to learn smooth trajectories through multiple snapshots.

Problem

Inferring smooth, temporally coherent trajectories from sparse snapshot marginals, where pairwise bridge methods ignore long-range dependencies and global mmSB solvers scale poorly.

Approach

Lifts the stochastic dynamics to phase space (position and velocity) and derives closed-form multi-marginal momentum Brownian bridges conditioned on several pinned positions, then fits a parameterized acceleration by simulation-free bridge matching in an alternating scheme converging to the mmSB solution.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use 3MSBM instead of the reported baselinesMulti-marginal trajectory inference · Lotka-VolterraSWD: 0.16 -> 0.13; 0.11 -> 0.15Mixed
Use 3MSBM instead of the reported baselinesMulti-marginal trajectory inference · Gulf of MexicoSWD: 0.15 -> 0.14; 0.11 -> 0.14Mixed
Use 3MSBM instead of MMFM and DMSBMulti-marginal trajectory inference · Beijing air qualitySWD: 17.51 -> 17.70; 21.92 -> 9.78Mixed
Use 3MSBM instead of the reported baselinesMulti-marginal trajectory inference · Embryoid BodyMMD and SWDHelped
Add multiple future pinned points rather than conditioning only on the next point (ablation)3MSBM · Gulf of MexicoMean W2 distance of left-out marginalsHelped
Increase the number of future pinned points beyond K=n+3 (ablation)3MSBM · Gulf of MexicoMean W2 distance of left-out marginalsNo clear effect
Increase the total number of marginals while holding other hyperparameters fixed (ablation)3MSBM · Embryoid Body and Gulf of MexicoPer-epoch training timeNo clear effect

Surprising findings

Limitations

Experimental setup

Datasets: Lotka-Volterra synthetic Gulf of Mexico ocean currents Beijing multi-site air quality Embryoid Body single-cell (EB-100 PCA)

Benchmarks: Lotka-Volterra Gulf of Mexico Beijing air quality Embryoid Body

Metrics: Sliced Wasserstein Distance Maximum Mean Discrepancy wall-clock training time allocated memory

Baselines: DMSB SBIRR MMFM Smooth SB MIOFlow MMSFM

Builds on: Schrödinger Bridge Matching Deep Momentum Multi-Marginal Schrödinger Bridge Multi-Marginal Flow Matching Momentum Brownian Bridge

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