Hard-Constrained Sampling on Embedded Riemannian Manifolds via Adjoint Schrödinger Bridges

Abstract: A variety of tasks require sampling from unnormalized Boltzmann distributions supported on manifolds. Building upon the foundations of adjoint matching and adjoint Schrödinger bridge sampling, this paper provides a theoretically justified method, through the lens of stochastic optimal control, to address this problem on smooth, compact, path-connected embedded Riemannian manifolds. As an element of novelty compared to existing literature, feasibility is enforced at the level of the state space, meaning the controlled diffusion is defined intrinsically on the curved space. Empirical validations are provided for several physics applications.