arXiv Machine Learning By Yuta Koike

Connections between the F\"ollmer process and the denoising diffusion probabilistic model

Read the original on arXiv Machine Learning →

The paper investigates the relationship between the Föllmer process—a Brownian motion conditioned to reach a specified distribution at time 1—and the denoising diffusion probabilistic model (DDPM). It demonstrates that discretizing the Föllmer process yields natural hyper‑parameter settings for the DDPM sampler and supports a wider range of variance schedules than discretized reverse SDEs. By leveraging this connection, the authors systematically recover state‑of‑the‑art DDPM sampling error bounds and achieve slight improvements.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Aug 7

A Reverse-BSDE Diffusion Sampler

arXiv:2505. 06800v2 Announce Type: replace-cross Abstract: Diffusion-based generative models have renewed interest in stochastic differential equation methods for sampling from complex distributions.

By Jairon H. N. Batista, Fl\'avio B. Gon\c{c}alves, Yuri F. Saporito, Rodrigo S. Targino
arXiv Statistics ML
6d ago

First-Order Stationarity of Reverse Diffusions

The paper establishes a first‑order theoretical framework for diffusion models, showing that SDE‑based reverse‑time flows of both overdamped and underdamped Langevin diffusions contract relative Fisher divergences at explicit exponential rates when the stationary potential of the forward process is strongly convex. It further incorporates discretization to provide averaged first‑order stationarity bounds—sampling analogues of averaged gradient‑norm guarantees in nonconvex optimization—for samplers of both diffusion models. These results highlight a unique advantage of SDE‑based reverse diffusion over ODE‑based approaches, offering local convexity‑free certificates that ensure score consistency rather than global mode weights.

By Zhifeng Chen, Chenyang Jiang, Yazhen Wang