In this paper, we present a theory of stochastic optimal control (SOC) tailored to infinite-dimensional spaces, aiming to extend diffusion-based algorithms to function spaces. Specifically, we demonstrate how Doob's

Imitation learning with diffusion models has advanced robotic control by capturing multi-modal action distributions. However, existing approaches typically treat observations as high-level conditioning inputs to the denoising network, rather than integrating them into the stochastic dynamics of the diffusion process itself. As a result, sampling must begin from random Gaussian noise, weakening the coupling between perception and control and often yielding suboptimal performance. W e introduce Bridge-Policy, a generative visuomotor policy that explicitly embeds observations within the stochastic differential equation via a diffusion-bridge formulation. By constructing an observation-informed trajectory, BridgePolicy enables sampling to start from a rich, informative prior rather than random noise, substantially improving precision and reliability in control. A key challenge is that classical diffusion bridges connect distributions with matched dimensionality, whereas robotic observations are heterogeneous and multi-modal and do not naturally align with the action space. T o address this, we design a multi-modal fusion module and a semantic aligner that unify visual and state inputs and align observation and action representations, making the bridge applicable to heterogeneous robot data. Extensive experiments across 52 simulation tasks on three benchmarks and five real-world tasks demonstrate that BridgePolicy consistently outperforms state-of-the-art generative policies.

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.

Recent advances in diffusion bridge models leverage Doob's $h$-transform to establish fixed endpoints between distributions, demonstrating promising results in image translation and restoration tasks. However, these approaches often produce blurred or excessively smoothed image details and lack a comprehensive theoretical foundation to explain these shortcomings. To address these limitations, we propose UniDB, a unified and fast-sampling framework for diffusion bridges based on Stochastic Optimal Control (SOC). We reformulate the problem through an SOC-based optimization, proving that existing diffusion bridges employing Doob's $h$-transform constitute a special case, emerging when the terminal penalty coefficient in the SOC cost function tends to infinity. By incorporating a tunable terminal penalty coefficient, UniDB achieves an optimal balance between control costs and terminal penalties, substantially improving detail preservation and output quality. To avoid computationally expensive costs of iterative Euler sampling methods in UniDB, we design a training-free accelerated algorithm by deriving exact closed-form solutions for UniDB's reverse-time SDE. It is further complemented by replacing conventional noise prediction with a more stable data prediction model, along with an SDE-Corrector mechanism that maintains perceptual quality for low-step regimes, effectively reducing error accumulation. Extensive experiments across diverse image restoration tasks validate the superiority and adaptability of the proposed framework, bridging the gap between theoretical generality and practical efficiency. Our code is available online https://github.com/2769433owo/UniDB-plusplus.

Diffusion models (DMs) have become the dominant paradigm of generative modeling in a variety of domains by learning stochastic processes from noise to data.

Moreover, given pre-trained score networks, HSIVI can be used to accelerate the sampling process of diffusion models with the score matching objective.

Diffusion bridges are a promising class of deep-learning methods for sampling from unnormalized distributions. Recent works show that the Log Variance (LV) loss consistently outperforms the reverse Kullback-Leibler (rKL) loss when using the reparametrization trick to compute rKL-gradients. While the on-policy LV loss yields identical gradients to the rKL loss when combined with the log-derivative trick for diffusion samplers with non-learnable forward processes, this equivalence does not hold for diffusion bridges or when diffusion coefficients are learned. Based on this insight we argue that for diffusion bridges the LV loss does not represent an optimization objective that can be motivated like the rKL loss via the data processing inequality. Our analysis shows that employing the rKL loss with the log-derivative trick (rKL-LD) does not only avoid these conceptual problems but also consistently outperforms the LV loss. Experimental results with different types of diffusion bridges on challenging benchmarks show that samplers trained with the rKL-LD loss achieve better performance. From a practical perspective we find that rKL-LD requires significantly less hyperparameter optimization and yields more stable training behavior.