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

arXiv: https://arxiv.org/abs/2402.07487 · HTML: https://mlsanity.com/paper/2402.07487/

## Key facts

- Cited by 60 papers in the map (data through 14 Oct 2026).
- Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models.
- Builds on 55 of its 113 references that are in the map.
- First posted on arXiv 12 Feb 2024.

## Placed in

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

## Builds on (most cited first, 30 of 55)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [High-Resolution Image Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2112.10752/) (2021)
- [Denoising Diffusion Implicit Models](https://mlsanity.com/paper/2010.02502/) (2020)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Diffusion Models Beat GANs on Image Synthesis](https://mlsanity.com/paper/2105.05233/) (2021)
- [Deep Unsupervised Learning using Nonequilibrium Thermodynamics](https://mlsanity.com/paper/1503.03585/) (2015)
- [Hierarchical Text-Conditional Image Generation with CLIP Latents](https://mlsanity.com/paper/2204.06125/) (2022)
- [Classifier-Free Diffusion Guidance](https://mlsanity.com/paper/2207.12598/) (2022)
- [Flow Matching for Generative Modeling](https://mlsanity.com/paper/2210.02747/) (2022)
- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [Flow Straight and Fast: Learning to Generate and Transfer Data with Rectified Flow](https://mlsanity.com/paper/2209.03003/) (2022)
- [Elucidating the Design Space of Diffusion-Based Generative Models](https://mlsanity.com/paper/2206.00364/) (2022)
- [Consistency Models](https://mlsanity.com/paper/2303.01469/) (2023)
- [Make-A-Video: Text-to-Video Generation without Text-Video Data](https://mlsanity.com/paper/2209.14792/) (2022)
- [Normalizing Flows for Probabilistic Modeling and Inference](https://mlsanity.com/paper/1912.02762/) (2019)
- [Diffusion Models: A Comprehensive Survey of Methods and Applications](https://mlsanity.com/paper/2209.00796/) (2022)
- [Training Diffusion Models with Reinforcement Learning](https://mlsanity.com/paper/2305.13301/) (2023)
- [Latent Consistency Models: Synthesizing High-Resolution Images with Few-Step Inference](https://mlsanity.com/paper/2310.04378/) (2023)
- [Maximum Likelihood Training of Score-Based Diffusion Models](https://mlsanity.com/paper/2101.09258/) (2021)
- [Diffusion Schr"odinger Bridge with Applications to Score-Based Generative Modeling](https://mlsanity.com/paper/2106.01357/) (2021)
- [Fast Sampling of Diffusion Models with Exponential Integrator](https://mlsanity.com/paper/2204.13902/) (2022)
- [Consistency Trajectory Models: Learning Probability Flow ODE Trajectory of Diffusion](https://mlsanity.com/paper/2310.02279/) (2023)
- [Sampling is as easy as learning the score: theory for diffusion models with minimal data assumptions](https://mlsanity.com/paper/2209.11215/) (2022)
- [Improved Techniques for Training Consistency Models](https://mlsanity.com/paper/2310.14189/) (2023)
- [Aligning Text-to-Image Models using Human Feedback](https://mlsanity.com/paper/2302.12192/) (2023)
- [Sliced Score Matching: A Scalable Approach to Density and Score Estimation](https://mlsanity.com/paper/1905.07088/) (2019)
- [Understanding Diffusion Models: A Unified Perspective](https://mlsanity.com/paper/2208.11970/) (2022)
- [Understanding Diffusion Objectives as the ELBO with Simple Data Augmentation](https://mlsanity.com/paper/2303.00848/) (2023)
- [Convergence of denoising diffusion models under the manifold hypothesis](https://mlsanity.com/paper/2208.05314/) (2022)
- [Nearly d-Linear Convergence Bounds for Diffusion Models via Stochastic Localization](https://mlsanity.com/paper/2308.03686/) (2023)

## Built on by (most cited first, 30 of 60)

- [Understanding Reinforcement Learning-Based Fine-Tuning of Diffusion Models: A Tutorial and Review](https://mlsanity.com/paper/2407.13734/) (2024)
- [Inference-Time Alignment in Diffusion Models with Reward-Guided Generation: Tutorial and Review](https://mlsanity.com/paper/2501.09685/) (2025)
- [Accelerating Convergence of Score-Based Diffusion Models, Provably](https://mlsanity.com/paper/2403.03852/) (2024)
- [Provably Robust Score-Based Diffusion Posterior Sampling for Plug-and-Play Image Reconstruction](https://mlsanity.com/paper/2403.17042/) (2024)
- [An Overview of Diffusion Models: Applications, Guided Generation, Statistical Rates and Optimization](https://mlsanity.com/paper/2404.07771/) (2024)
- [A Sharp Convergence Theory for The Probability Flow ODEs of Diffusion Models](https://mlsanity.com/paper/2408.02320/) (2024)
- [Convergence Analysis of Probability Flow ODE for Score-based Generative Models](https://mlsanity.com/paper/2404.09730/) (2024)
- [O(d/T) Convergence Theory for Diffusion Probabilistic Models under Minimal Assumptions](https://mlsanity.com/paper/2409.18959/) (2024)
- [Denoising diffusion probabilistic models are optimally adaptive to unknown low dimensionality](https://mlsanity.com/paper/2410.18784/) (2024)
- [Fine-tuning of diffusion models via stochastic control: entropy regularization and beyond](https://mlsanity.com/paper/2403.06279/) (2024)
- [Learning Mixtures of Gaussians Using Diffusion Models](https://mlsanity.com/paper/2404.18869/) (2024)
- [On Statistical Rates and Provably Efficient Criteria of Latent Diffusion Transformers (DiTs)](https://mlsanity.com/paper/2407.01079/) (2024)
- [Low-dimensional adaptation of diffusion models: Convergence in total variation](https://mlsanity.com/paper/2501.12982/) (2025)
- [Stochastic Runge-Kutta Methods: Provable Acceleration of Diffusion Models](https://mlsanity.com/paper/2410.04760/) (2024)
- [Score as Action: Fine-Tuning Diffusion Generative Models by Continuous-time Reinforcement Learning](https://mlsanity.com/paper/2502.01819/) (2025)
- [From optimal score matching to optimal sampling](https://mlsanity.com/paper/2409.07032/) (2024)
- [Provable Acceleration for Diffusion Models under Minimal Assumptions](https://mlsanity.com/paper/2410.23285/) (2024)
- [Preference Tuning with Human Feedback on Language, Speech, and Vision Tasks: A Survey](https://mlsanity.com/paper/2409.11564/) (2024)
- [Minimax Optimality of the Probability Flow ODE for Diffusion Models](https://mlsanity.com/paper/2503.09583/) (2025)
- [Dimension-Free Convergence of Diffusion Models for Approximate Gaussian Mixtures](https://mlsanity.com/paper/2504.05300/) (2025)
- [On Statistical Rates of Conditional Diffusion Transformers: Approximation, Estimation and Minimax Optimality](https://mlsanity.com/paper/2411.17522/) (2024)
- [Instance-dependent Convergence Theory for Diffusion Models](https://mlsanity.com/paper/2410.13738/) (2024)
- [Scores as Actions: a framework of fine-tuning diffusion models by continuous-time reinforcement learning](https://mlsanity.com/paper/2409.08400/) (2024)
- [Advancing Wasserstein Convergence Analysis of Score-Based Models: Insights from Discretization and Second-Order Acceleration](https://mlsanity.com/paper/2502.04849/) (2025)
- [Faster Diffusion Models via Higher-Order Approximation](https://mlsanity.com/paper/2506.24042/) (2025)
- [Regret of exploratory policy improvement and q-learning](https://mlsanity.com/paper/2411.01302/) (2024)
- [Conditional Diffusion Guidance under Hard Constraint: A Stochastic Analysis Approach](https://mlsanity.com/paper/2602.05533/) (2026)
- [Structured Diffusion Models with Mixture of Gaussians as Prior Distribution](https://mlsanity.com/paper/2410.19149/) (2024)
- [Assessing the Quality of Denoising Diffusion Models in Wasserstein Distance: Noisy Score and Optimal Bounds](https://mlsanity.com/paper/2506.09681/) (2025)
- [Fast Convergence for High-Order ODE Solvers in Diffusion Probabilistic Models](https://mlsanity.com/paper/2506.13061/) (2025)

## Abstract (arXiv)

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.