Diffusion models for Gaussian distributions: Exact solutions and Wasserstein errors - Archive ouverte HAL
Preprints, Working Papers, ... Year : 2024

Diffusion models for Gaussian distributions: Exact solutions and Wasserstein errors

Emile Pierret
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Abstract

Diffusion or score-based models recently showed high performance in image generation. They rely on a forward and a backward stochastic differential equations (SDE). The sampling of a data distribution is achieved by solving numerically the backward SDE or its associated flow ODE. Studying the convergence of these models necessitates to control four different types of error: the initialization error, the truncation error, the discretization and the score approximation. In this paper, we study theoretically the behavior of diffusion models and their numerical implementation when the data distribution is Gaussian. In this restricted framework where the score function is a linear operator, we derive the analytical solutions of the backward SDE and the probability flow ODE. We prove that these solutions and their discretizations are all Gaussian processes, which allows us to compute exact Wasserstein errors induced by each error type for any sampling scheme. Monitoring convergence directly in the data space instead of relying on Inception features, our experiments show that the recommended numerical schemes from the diffusion models literature are also the best sampling schemes for Gaussian distributions.
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Dates and versions

hal-04584209 , version 1 (23-05-2024)
hal-04584209 , version 2 (07-06-2024)
hal-04584209 , version 3 (12-06-2024)
hal-04584209 , version 4 (08-11-2024)

Identifiers

  • HAL Id : hal-04584209 , version 4

Cite

Emile Pierret, Bruno Galerne. Diffusion models for Gaussian distributions: Exact solutions and Wasserstein errors. 2024. ⟨hal-04584209v4⟩
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