How Discrete and Continuous Diffusion Meet: Comprehensive Analysis of Discrete Diffusion Models via a Stochastic Integral Framework
On the map: Diffusion models → Diffusion foundations and sampling
Abstract (arXiv)
Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for discrete diffusion models remains less well-understood. In this work, we propose a comprehensive framework for the error analysis of discrete diffusion models based on L'evy-type stochastic integrals. By generalizing the Poisson random measure to that with a time-independent and state-dependent intensity, we rigorously establish a stochastic integral formulation of discrete diffusion models and provide the corresponding change of measure theorems that are intriguingly analogous to Ito integrals and Girsanov's theorem for their continuous counterparts. Our framework unifies and strengthens the current theoretical results on discrete diffusion models and obtains the first error bound for the τ-leaping scheme in KL divergence. With error sources clearly identified, our analysis gives new insight into the mathematical properties of discrete diffusion models and offers guidance for the design of efficient and accurate algorithms for real-world discrete diffusion model applications.
Key facts. Cited by 48 papers in the map (data through 7 Oct 2026). Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models. Builds on 90 of its 130 references that are in the map. First posted on arXiv 4 Oct 2024.
Builds on
90 of 130 references.
Closest ancestors · 41
Same direction, newest first
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Citing papers per year: 2025: 28; 2026: 20.
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