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We present a concise, self-contained derivation of diffusion-based generative models. Starting from basic properties of Gaussian distributions (densities, quadratic expectations, re-parameterisation, products, and KL divergences), we…

Machine Learning · Computer Science 2025-11-18 Sepehr Maleki , Negar Pourmoazemi

This is an expository article on the score-based diffusion models, with a particular focus on the formulation via stochastic differential equations (SDE). After a gentle introduction, we discuss the two pillars in the diffusion modeling --…

Machine Learning · Computer Science 2025-07-08 Wenpin Tang , Hanyang Zhao

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

We present a novel generative modeling method called diffusion normalizing flow based on stochastic differential equations (SDEs). The algorithm consists of two neural SDEs: a forward SDE that gradually adds noise to the data to transform…

Machine Learning · Computer Science 2021-10-15 Qinsheng Zhang , Yongxin Chen

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

We present a supervised learning framework of training generative models for density estimation. Generative models, including generative adversarial networks, normalizing flows, variational auto-encoders, are usually considered as…

Machine Learning · Computer Science 2023-10-24 Yanfang Liu , Minglei Yang , Zezhong Zhang , Feng Bao , Yanzhao Cao , Guannan Zhang

Diffusion models have become the de facto framework for generating new datasets. The core of these models lies in the ability to reverse a diffusion process in time. The goal of this manuscript is to explain, from a PDE perspective, how…

Probability · Mathematics 2025-01-29 Fei Cao , Kimball Johnston , Thomas Laurent , Justin Le , Sébastien Motsch

Creating noise from data is easy; creating data from noise is generative modeling. We present a stochastic differential equation (SDE) that smoothly transforms a complex data distribution to a known prior distribution by slowly injecting…

Machine Learning · Computer Science 2021-02-11 Yang Song , Jascha Sohl-Dickstein , Diederik P. Kingma , Abhishek Kumar , Stefano Ermon , Ben Poole

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, which convert noise into new data instances by learning to reverse a Markov diffusion process, have become a cornerstone in contemporary generative modeling. While their practical power has now been widely recognized, the…

Machine Learning · Statistics 2024-03-08 Gen Li , Yuting Wei , Yuxin Chen , Yuejie Chi

Discrete-time diffusion-based generative models and score matching methods have shown promising results in modeling high-dimensional image data. Recently, Song et al. (2021) show that diffusion processes that transform data into noise can…

Machine Learning · Computer Science 2021-10-01 Chin-Wei Huang , Jae Hyun Lim , Aaron Courville

Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…

Machine Learning · Computer Science 2024-08-06 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen

We propose DiffSep, a new single channel source separation method based on score-matching of a stochastic differential equation (SDE). We craft a tailored continuous time diffusion-mixing process starting from the separated sources and…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-03 Robin Scheibler , Youna Ji , Soo-Whan Chung , Jaeuk Byun , Soyeon Choe , Min-Seok Choi

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

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

Diffusion-based generative models use stochastic differential equations (SDEs) and their equivalent ordinary differential equations (ODEs) to establish a smooth connection between a complex data distribution and a tractable prior…

Machine Learning · Computer Science 2024-08-25 Defang Chen , Zhenyu Zhou , Can Wang , Chunhua Shen , Siwei Lyu

Diffusion models have recently emerged as a powerful framework for generative modeling. They consist of a forward process that perturbs input data with Gaussian white noise and a reverse process that learns a score function to generate…

Diffusion models are powerful generative models that map noise to data using stochastic processes. However, for many applications such as image editing, the model input comes from a distribution that is not random noise. As such, diffusion…

Computer Vision and Pattern Recognition · Computer Science 2023-12-06 Linqi Zhou , Aaron Lou , Samar Khanna , Stefano Ermon

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

This work explores the theoretical and practical foundations of denoising diffusion probabilistic models (DDPMs) and score-based generative models, which leverage stochastic processes and Brownian motion to model complex data distributions.…

Machine Learning · Computer Science 2024-12-30 Jathin Korrapati , Tanish Baranwal , Rahul Shah
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