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Diffusion models have emerged as a dominant framework for generative modeling, but their mathematical foundations are often presented separately through diffusion probabilistic models, score-based modeling, stochastic differential…

Machine Learning · Computer Science 2026-05-29 Jiayi Fu , Yuxia Wang

We propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central…

Computation · Statistics 2025-08-12 Toan Huynh , Ruth Lopez Fajardo , Guannan Zhang , Lili Ju , Feng Bao

Score-based modeling through stochastic differential equations (SDEs) has provided a new perspective on diffusion models, and demonstrated superior performance on continuous data. However, the gradient of the log-likelihood function, i.e.,…

Machine Learning · Computer Science 2023-03-07 Haoran Sun , Lijun Yu , Bo Dai , Dale Schuurmans , Hanjun Dai

Score-based diffusion models provide a powerful way to model images using the gradient of the data distribution. Leveraging the learned score function as a prior, here we introduce a way to sample data from a conditional distribution given…

Image and Video Processing · Electrical Eng. & Systems 2022-07-19 Hyungjin Chung , Jong Chul Ye

The proposed BSDE-based diffusion model represents a novel approach to diffusion modeling, which extends the application of stochastic differential equations (SDEs) in machine learning. Unlike traditional SDE-based diffusion models, our…

Machine Learning · Computer Science 2023-04-27 Zihao Wang

Score-based diffusion models learn to reverse a stochastic differential equation that maps data to noise. However, for complex tasks, numerical error can compound and result in highly unnatural samples. Previous work mitigates this drift…

Machine Learning · Statistics 2023-06-12 Aaron Lou , Stefano Ermon

Score-based diffusion models have emerged as one of the most promising frameworks for deep generative modelling, due to their state-of-the art performance in many generation tasks while relying on mathematical foundations such as stochastic…

Machine Learning · Computer Science 2023-11-28 Teo Deveney , Jan Stanczuk , Lisa Maria Kreusser , Chris Budd , Carola-Bibiane Schönlieb

This study introduces a training-free conditional diffusion model for learning unknown stochastic differential equations (SDEs) using data. The proposed approach addresses key challenges in computational efficiency and accuracy for modeling…

Machine Learning · Computer Science 2024-10-07 Yanfang Liu , Yuan Chen , Dongbin Xiu , Guannan Zhang

Simulating parameter-dependent stochastic differential equations (SDEs) presents significant computational challenges, as separate high-fidelity simulations are typically required for each parameter value of interest. Despite the success of…

Machine Learning · Statistics 2026-02-03 Minglei Yang , Sicheng He

We present a concise derivation for several influential score-based diffusion models that relies on only a few textbook results. Diffusion models have recently emerged as powerful tools for generating realistic, synthetic signals --…

Computer Vision and Pattern Recognition · Computer Science 2025-10-06 Chicago Y. Park , Michael T. McCann , Cristina Garcia-Cardona , Brendt Wohlberg , Ulugbek S. Kamilov

Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…

Computer Vision and Pattern Recognition · Computer Science 2024-08-26 Defang Chen , Zhenyu Zhou , Jian-Ping Mei , Chunhua Shen , Chun Chen , Can Wang

Modelling partial differential equations (PDEs) is of crucial importance in science and engineering, and it includes tasks ranging from forecasting to inverse problems, such as data assimilation. However, most previous numerical and machine…

Score-based diffusion models have emerged as a powerful class of generative methods, achieving state-of-the-art performance across diverse domains. Despite their empirical success, the mathematical foundations of those models remain only…

Optimization and Control · Mathematics 2026-05-13 Kang Liu , Enrique Zuazua

Diffusion (score-based) generative models have been widely used for modeling various types of complex data, including images, audios, and point clouds. Recently, the deep connection between forward-backward stochastic differential equations…

Machine Learning · Computer Science 2022-06-22 Weitao Du , Tao Yang , He Zhang , Yuanqi Du

This paper gives direct derivations of the differential equations and likelihood formulas of diffusion models assuming only knowledge of Gaussian distributions. A VAE analysis derives both forward and backward stochastic differential…

Machine Learning · Computer Science 2023-03-07 David McAllester

Generating graph-structured data requires learning the underlying distribution of graphs. Yet, this is a challenging problem, and the previous graph generative methods either fail to capture the permutation-invariance property of graphs or…

Machine Learning · Computer Science 2022-06-16 Jaehyeong Jo , Seul Lee , Sung Ju Hwang

Score-based diffusion models are a class of generative models whose dynamics is described by stochastic differential equations that map noise into data. While recent works have started to lay down a theoretical foundation for these models,…

This paper explores the use of score-based diffusion models for Bayesian image reconstruction. Diffusion models are an efficient tool for generative modeling. Diffusion models can also be used for solving image reconstruction problems. We…

Image and Video Processing · Electrical Eng. & Systems 2025-10-06 Michael T. McCann , Hyungjin Chung , Jong Chul Ye , Marc L. Klasky

We survey continuous-time generative modeling methods based on transporting a simple reference distribution to a data distribution via stochastic or deterministic dynamics. We present a unified framework in which diffusion models,…

Machine Learning · Computer Science 2026-05-11 Aditya Ranganath , Mukesh Singhal

Diffusion models have quickly become some of the most popular and powerful generative models for high-dimensional data. The key insight that enabled their development was the realization that access to the score -- the gradient of the…

Machine Learning · Computer Science 2025-12-01 Zhenghan Fang , Mateo Díaz , Sam Buchanan , Jeremias Sulam
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