Score-based Diffusion Models via Stochastic Differential Equations -- a Technical Tutorial

Wenpin Tang; Hanyang Zhao

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arXiv · 2402.07487

Score-based Diffusion Models via Stochastic Differential Equations -- a Technical Tutorial

Wenpin Tang·Hanyang Zhao

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Abstract

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 -- sampling and score matching, which encompass the SDE/ODE sampling, score matching efficiency, the consistency models, and reinforcement learning. Short proofs are given to illustrate the main idea of the stated results. The article is primarily a technical introduction to the field, and practitioners may also find some analysis useful in designing new models or algorithms.

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Wenpin Tang, Hanyang Zhao. 2024-02-12. Score-based Diffusion Models via Stochastic Differential Equations -- a Technical Tutorial. https://arxiv.org/abs/2402.07487

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