A Mathematical Introduction to Diffusion Models
These notes give a proof-oriented introduction to diffusion models from the viewpoint of sampling, tracing a single arc from classical sampling dynamics to modern diffusion samplers, their error analysis, and inference-time control. Throughout, the material is layered into core definitions and identities proved in full, representative estimates proved under simplifying assumptions, and research-level theorems stated with a proof roadmap. The intended audience is beginning graduate students with a background in probability but no prior exposure to stochastic differential equations, stochastic numerics, or diffusion models.
| Authors | Jianfeng Lu |
|---|---|
| Primary category | cs.LG |
| Published | 2 July 2026 |
| Last updated at source | 2 July 2026 |
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