# Model Free Prediction with Uncertainty Assessment

arXiv: https://arxiv.org/abs/2405.12684 · HTML: https://mlsanity.com/paper/2405.12684/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models.
- Builds on 39 of its 75 references that are in the map.
- First posted on arXiv 21 May 2024.

## Placed in

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

## Builds on (most cited first, 30 of 39)

- [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)
- [Photorealistic Text-to-Image Diffusion Models with Deep Language Understanding](https://mlsanity.com/paper/2205.11487/) (2022)
- [Adding Conditional Control to Text-to-Image Diffusion Models](https://mlsanity.com/paper/2302.05543/) (2023)
- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [Conditional Generative Adversarial Nets](https://mlsanity.com/paper/1411.1784/) (2014)
- [Structured Denoising Diffusion Models in Discrete State-Spaces](https://mlsanity.com/paper/2107.03006/) (2021)
- [Improved Techniques for Training Score-Based Generative Models](https://mlsanity.com/paper/2006.09011/) (2020)
- [Diffusion-LM Improves Controllable Text Generation](https://mlsanity.com/paper/2205.14217/) (2022)
- [Distribution-Free Predictive Inference For Regression](https://mlsanity.com/paper/1604.04173/) (2016)
- [Error bounds for approximations with deep ReLU networks](https://mlsanity.com/paper/1610.01145/) (2016)
- [Sampling is as easy as learning the score: theory for diffusion models with minimal data assumptions](https://mlsanity.com/paper/2209.11215/) (2022)
- [Nonparametric regression using deep neural networks with ReLU activation function](https://mlsanity.com/paper/1708.06633/) (2017)
- [Sliced Score Matching: A Scalable Approach to Density and Score Estimation](https://mlsanity.com/paper/1905.07088/) (2019)
- [Nearly d-Linear Convergence Bounds for Diffusion Models via Stochastic Localization](https://mlsanity.com/paper/2308.03686/) (2023)
- [Improved Analysis of Score-based Generative Modeling: User-Friendly Bounds under Minimal Smoothness Assumptions](https://mlsanity.com/paper/2211.01916/) (2022)
- [Convergence of score-based generative modeling for general data distributions](https://mlsanity.com/paper/2209.12381/) (2022)
- [Optimal approximation of piecewise smooth functions using deep ReLU neural networks](https://mlsanity.com/paper/1709.05289/) (2017)
- [Convergence for score-based generative modeling with polynomial complexity](https://mlsanity.com/paper/2206.06227/) (2022)
- [Score Approximation, Estimation and Distribution Recovery of Diffusion Models on Low-Dimensional Data](https://mlsanity.com/paper/2302.07194/) (2023)
- [Diffusion Models are Minimax Optimal Distribution Estimators](https://mlsanity.com/paper/2303.01861/) (2023)
- [Deep Network Approximation for Smooth Functions](https://mlsanity.com/paper/2001.03040/) (2020)
- [Towards Faster Non-Asymptotic Convergence for Diffusion-Based Generative Models](https://mlsanity.com/paper/2306.09251/) (2023)
- [Non-autoregressive Conditional Diffusion Models for Time Series Prediction](https://mlsanity.com/paper/2306.05043/) (2023)
- [Accelerating Convergence of Score-Based Diffusion Models, Provably](https://mlsanity.com/paper/2403.03852/) (2024)
- [An Overview of Diffusion Models: Applications, Guided Generation, Statistical Rates and Optimization](https://mlsanity.com/paper/2404.07771/) (2024)
- [Unveil Conditional Diffusion Models with Classifier-free Guidance: A Sharp Statistical Theory](https://mlsanity.com/paper/2403.11968/) (2024)
- [From Denoising Diffusions to Denoising Markov Models](https://mlsanity.com/paper/2211.03595/) (2022)
- [Wasserstein Convergence Guarantees for a General Class of Score-Based Generative Models](https://mlsanity.com/paper/2311.11003/) (2023)

## Built on by (most cited first, 3 of 3)

- [Provable Sample-Efficient Transfer Learning Conditional Diffusion Models via Representation Learning](https://mlsanity.com/paper/2502.04491/) (2025)
- [Non-asymptotic convergence bound of conditional diffusion models](https://mlsanity.com/paper/2508.10944/) (2025)
- [Conditional Diffusion for Nonparametric Instrumental Variable Quantile Regression](https://mlsanity.com/paper/2608.08204/) (2026)

## Abstract (arXiv)

Deep nonparametric regression, characterized by the utilization of deep neural networks to learn target functions, has emerged as a focus of research attention in recent years. Despite considerable progress in understanding convergence rates, the absence of asymptotic properties hinders rigorous statistical inference. To address this gap, we propose a novel framework that transforms the deep estimation paradigm into a platform conducive to conditional mean estimation, leveraging the conditional diffusion model. Theoretically, we develop an end-to-end convergence rate for the conditional diffusion model and establish the asymptotic normality of the generated samples. Consequently, we are equipped to construct confidence regions, facilitating robust statistical inference. Furthermore, through numerical experiments, we empirically validate the efficacy of our proposed methodology.