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

Understand

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.