Data lives at two points x₀ ∈ {−μ, +μ}; noise is ε ~ 𝒩(0,1).
Each gray line is a conditional path
xₜ = (1−t)x₀ + tε — always perfectly straight.
Each red curve is an ODE trajectory
following the marginal velocity v(x,t) = 𝔼[ε−x₀ | xₜ=x] —
clearly curved, because the velocity averages over all possible (x₀, ε) pairs.
Click on the right edge (t=1) to launch new ODE trajectories.