# Bridging discrete and continuous state spaces: Exploring the Ehrenfest process in time-continuous diffusion models

arXiv: https://arxiv.org/abs/2405.03549 · HTML: https://mlsanity.com/paper/2405.03549/

## Key facts

- Cited by 8 papers in the map (data through 14 Oct 2026).
- Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models.
- Builds on 17 of its 35 references that are in the map.
- First posted on arXiv 6 May 2024.

## Placed in

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

## Builds on (most cited first, 17 of 17)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [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)
- [Deep Unsupervised Learning using Nonequilibrium Thermodynamics](https://mlsanity.com/paper/1503.03585/) (2015)
- [SGDR: Stochastic Gradient Descent with Warm Restarts](https://mlsanity.com/paper/1608.03983/) (2016)
- [Improved Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2102.09672/) (2021)
- [Improved Techniques for Training GANs](https://mlsanity.com/paper/1606.03498/) (2016)
- [Structured Denoising Diffusion Models in Discrete State-Spaces](https://mlsanity.com/paper/2107.03006/) (2021)
- [Variational Diffusion Models](https://mlsanity.com/paper/2107.00630/) (2021)
- [Improved Techniques for Training Score-Based Generative Models](https://mlsanity.com/paper/2006.09011/) (2020)
- [Score-based Generative Modeling in Latent Space](https://mlsanity.com/paper/2106.05931/) (2021)
- [Argmax Flows and Multinomial Diffusion: Learning Categorical Distributions](https://mlsanity.com/paper/2102.05379/) (2021)
- [Score-based Continuous-time Discrete Diffusion Models](https://mlsanity.com/paper/2211.16750/) (2022)
- [Concrete Score Matching: Generalized Score Matching for Discrete Data](https://mlsanity.com/paper/2211.00802/) (2022)
- [An optimal control perspective on diffusion-based generative modeling](https://mlsanity.com/paper/2211.01364/) (2022)
- [Improved sampling via learned diffusions](https://mlsanity.com/paper/2307.01198/) (2023)
- [Blackout Diffusion: Generative Diffusion Models in Discrete-State Spaces](https://mlsanity.com/paper/2305.11089/) (2023)

## Built on by (most cited first, 8 of 8)

- [How Discrete and Continuous Diffusion Meet: Comprehensive Analysis of Discrete Diffusion Models via a Stochastic Integral Framework](https://mlsanity.com/paper/2410.03601/) (2024)
- [Fast Solvers for Discrete Diffusion Models: Theory and Applications of High-Order Algorithms](https://mlsanity.com/paper/2502.00234/) (2025)
- [Discrete Adjoint Schr"odinger Bridge Sampler](https://mlsanity.com/paper/2602.08243/) (2026)
- [Discrete Spatial Diffusion: Intensity-Preserving Diffusion Modeling](https://mlsanity.com/paper/2505.01917/) (2025)
- [Multimodal Generative Flows for LHC Jets](https://mlsanity.com/paper/2509.01736/) (2025)
- [A Unification of Discrete, Gaussian, and Simplicial Diffusion](https://mlsanity.com/paper/2512.15923/) (2025)
- [Diffeomorphic Optimization](https://mlsanity.com/paper/2607.00947/) (2026)
- [Jumping up and down: Denoiser diffusion models for discrete ordinal data](https://mlsanity.com/paper/2610.02754/) (2026)

## Abstract (arXiv)

Generative modeling via stochastic processes has led to remarkable empirical results as well as to recent advances in their theoretical understanding. In principle, both space and time of the processes can be discrete or continuous. In this work, we study time-continuous Markov jump processes on discrete state spaces and investigate their correspondence to state-continuous diffusion processes given by SDEs. In particular, we revisit the textitEhrenfest process, which converges to an Ornstein-Uhlenbeck process in the infinite state space limit. Likewise, we can show that the time-reversal of the Ehrenfest process converges to the time-reversed Ornstein-Uhlenbeck process. This observation bridges discrete and continuous state spaces and allows to carry over methods from one to the respective other setting. Additionally, we suggest an algorithm for training the time-reversal of Markov jump processes which relies on conditional expectations and can thus be directly related to denoising score matching. We demonstrate our methods in multiple convincing numerical experiments.