# Convergence of the Inexact Langevin Algorithm in KL Divergence with Application to Score-based Generative Models

arXiv: https://arxiv.org/abs/2211.01512 · HTML: https://mlsanity.com/paper/2211.01512/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models.
- Builds on 24 of its 38 references that are in the map.
- First posted on arXiv 2 Nov 2022.

## Placed in

- Diffusion models / [Diffusion foundations and sampling](https://mlsanity.com/diffusion/diffusion-foundations-and-sampling/)

## Builds on (most cited first, 24 of 24)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [Structured Denoising Diffusion Models in Discrete State-Spaces](https://mlsanity.com/paper/2107.03006/) (2021)
- [Diffusion Models: A Comprehensive Survey of Methods and Applications](https://mlsanity.com/paper/2209.00796/) (2022)
- [Improved Techniques for Training Score-Based Generative Models](https://mlsanity.com/paper/2006.09011/) (2020)
- [WaveGrad: Estimating Gradients for Waveform Generation](https://mlsanity.com/paper/2009.00713/) (2020)
- [Diffusion Schr"odinger Bridge with Applications to Score-Based Generative Modeling](https://mlsanity.com/paper/2106.01357/) (2021)
- [DiffuSeq: Sequence to Sequence Text Generation with Diffusion Models](https://mlsanity.com/paper/2210.08933/) (2022)
- [Sampling is as easy as learning the score: theory for diffusion models with minimal data assumptions](https://mlsanity.com/paper/2209.11215/) (2022)
- [Learning Gradient Fields for Shape Generation](https://mlsanity.com/paper/2008.06520/) (2020)
- [Convergence of denoising diffusion models under the manifold hypothesis](https://mlsanity.com/paper/2208.05314/) (2022)
- [Diffusion Probabilistic Modeling for Video Generation](https://mlsanity.com/paper/2203.09481/) (2022)
- [Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices](https://mlsanity.com/paper/1903.08568/) (2019)
- [Convergence of score-based generative modeling for general data distributions](https://mlsanity.com/paper/2209.12381/) (2022)
- [Convergence for score-based generative modeling with polynomial complexity](https://mlsanity.com/paper/2206.06227/) (2022)
- [Generative Modeling with Denoising Auto-Encoders and Langevin Sampling](https://mlsanity.com/paper/2002.00107/) (2020)
- [User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient](https://mlsanity.com/paper/1710.00095/) (2017)
- [Let us Build Bridges: Understanding and Extending Diffusion Generative Models](https://mlsanity.com/paper/2208.14699/) (2022)
- [Statistical Efficiency of Score Matching: The View from Isoperimetry](https://mlsanity.com/paper/2210.00726/) (2022)
- [Privacy of Noisy Stochastic Gradient Descent: More Iterations without More Privacy Loss](https://mlsanity.com/paper/2205.13710/) (2022)
- [Non-asymptotic bounds for sampling algorithms without log-concavity](https://mlsanity.com/paper/1808.07105/) (2018)
- [Faster Differentially Private Samplers via R'enyi Divergence Analysis of Discretized Langevin MCMC](https://mlsanity.com/paper/2010.14658/) (2020)
- [Quantifying the accuracy of approximate diffusions and Markov chains](https://mlsanity.com/paper/1605.06420/) (2016)

## Built on by (most cited first, 5 of 5)

- [Convergence of Continuous Normalizing Flows for Learning Probability Distributions](https://mlsanity.com/paper/2404.00551/) (2024)
- [Minimax Optimality of the Probability Flow ODE for Diffusion Models](https://mlsanity.com/paper/2503.09583/) (2025)
- [Fast Convergence for High-Order ODE Solvers in Diffusion Probabilistic Models](https://mlsanity.com/paper/2506.13061/) (2025)
- [The Tractability Landscape of Sampling with Inexact Scores](https://mlsanity.com/paper/2607.19004/) (2026)
- [Picard Proximal Monte Carlo for Parallel Bayesian Imaging with Score-Based Generative Priors](https://mlsanity.com/paper/2608.17666/) (2026)

## Abstract (arXiv)

Motivated by the increasingly popular Score-based Generative Modeling (SGM), we study the Inexact Langevin Dynamics (ILD) and Inexact Langevin Algorithm (ILA) where a score function estimate is used in place of the exact score. We establish em stable biased convergence guarantees in terms of the Kullback-Leibler (KL) divergence. To achieve these guarantees, we impose two key assumptions: 1) the target distribution satisfies the log-Sobolev inequality, and 2) the error of score estimator exhibits a sub-Gaussian tail, referred to as Moment Generating Function (MGF) error assumption. Under the stronger L^∞ score error assumption, we obtain a stable convergence bound in R'enyi divergence. We also generalize the proof technique to SGM, and derive a stable convergence bound in KL divergence. In addition, we explore the question of how to obtain a provably accurate score estimator. We demonstrate that a simple estimator based on kernel density estimation fulfills the MGF error assumption for sub-Gaussian target distributions, at the population level.