# Diffusion Generative Models Meet Compressed Sensing, with Applications to Imaging and Finance

arXiv: https://arxiv.org/abs/2509.03898 · HTML: https://mlsanity.com/paper/2509.03898/

## 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 58 of its 85 references that are in the map.
- First posted on arXiv 4 Sep 2025.

## Placed in

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

## Builds on (most cited first, 30 of 58)

- [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)
- [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)
- [DPM-Solver: A Fast ODE Solver for Diffusion Probabilistic Model Sampling in Around 10 Steps](https://mlsanity.com/paper/2206.00927/) (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)
- [DiffWave: A Versatile Diffusion Model for Audio Synthesis](https://mlsanity.com/paper/2009.09761/) (2020)
- [Variational Diffusion Models](https://mlsanity.com/paper/2107.00630/) (2021)
- [Training Diffusion Models with Reinforcement Learning](https://mlsanity.com/paper/2305.13301/) (2023)
- [Large Language Diffusion Models](https://mlsanity.com/paper/2502.09992/) (2025)
- [MedMNIST v2 -- A large-scale lightweight benchmark for 2D and 3D biomedical image classification](https://mlsanity.com/paper/2110.14795/) (2021)
- [Fast Sampling of Diffusion Models with Exponential Integrator](https://mlsanity.com/paper/2204.13902/) (2022)
- [DPOK: Reinforcement Learning for Fine-tuning Text-to-Image Diffusion Models](https://mlsanity.com/paper/2305.16381/) (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)
- [Compressed Sensing using Generative Models](https://mlsanity.com/paper/1703.03208/) (2017)
- [The Intrinsic Dimension of Images and Its Impact on Learning](https://mlsanity.com/paper/2104.08894/) (2021)
- [Guiding a Diffusion Model with a Bad Version of Itself](https://mlsanity.com/paper/2406.02507/) (2024)
- [Nearly d-Linear Convergence Bounds for Diffusion Models via Stochastic Localization](https://mlsanity.com/paper/2308.03686/) (2023)
- [Mercury: Ultra-Fast Language Models Based on Diffusion](https://mlsanity.com/paper/2506.17298/) (2025)
- [Inference-Time Scaling for Diffusion Models beyond Scaling Denoising Steps](https://mlsanity.com/paper/2501.09732/) (2025)
- [Convergence for score-based generative modeling with polynomial complexity](https://mlsanity.com/paper/2206.06227/) (2022)

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

- [Conditional Diffusion Guidance under Hard Constraint: A Stochastic Analysis Approach](https://mlsanity.com/paper/2602.05533/) (2026)
- [Do Heavy Tails Help Diffusion? On the Subtle Trade-off Between Initialization and Training](https://mlsanity.com/paper/2605.13175/) (2026)
- [Tweedie's Formulae and Diffusion Generative Models Beyond Gaussian](https://mlsanity.com/paper/2605.19391/) (2026)

## Abstract (arXiv)

In this study we develop dimension-reduction techniques to accelerate diffusion model inference in the context of synthetic data generation. The idea is to integrate compressed sensing into diffusion models (hence, CSDM): First, compress the dataset into a latent space (from an ambient space), and train a diffusion model in the latent space; next, apply a compressed sensing algorithm to the samples generated in the latent space for decoding back to the original space; and the goal is to facilitate the efficiency of both model training and inference. Under certain sparsity assumptions on data, our proposed approach achieves provably faster convergence, via combining diffusion model inference with sparse recovery. It also sheds light on the best choice of the latent space dimension. To illustrate the effectiveness of this approach, we run numerical experiments on a range of datasets, including handwritten digits, medical and climate images, and financial time series for stress testing.