# Drift Estimation for Stochastic Differential Equations with Denoising Diffusion Models

arXiv: https://arxiv.org/abs/2602.17830 · HTML: https://mlsanity.com/paper/2602.17830/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models.
- Builds on 33 of its 72 references that are in the map.
- First posted on arXiv 19 Feb 2026.

## Placed in

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

## Builds on (most cited first, 30 of 33)

- [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)
- [Photorealistic Text-to-Image Diffusion Models with Deep Language Understanding](https://mlsanity.com/paper/2205.11487/) (2022)
- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [Elucidating the Design Space of Diffusion-Based Generative Models](https://mlsanity.com/paper/2206.00364/) (2022)
- [InstructPix2Pix: Learning to Follow Image Editing Instructions](https://mlsanity.com/paper/2211.09800/) (2022)
- [Video Diffusion Models](https://mlsanity.com/paper/2204.03458/) (2022)
- [DiffWave: A Versatile Diffusion Model for Audio Synthesis](https://mlsanity.com/paper/2009.09761/) (2020)
- [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)
- [Analytic-DPM: an Analytic Estimate of the Optimal Reverse Variance in Diffusion Probabilistic Models](https://mlsanity.com/paper/2201.06503/) (2022)
- [DiffDock: Diffusion Steps, Twists, and Turns for Molecular Docking](https://mlsanity.com/paper/2210.01776/) (2022)
- [Gotta Go Fast When Generating Data with Score-Based Models](https://mlsanity.com/paper/2105.14080/) (2021)
- [Conditional Image Generation with Score-Based Diffusion Models](https://mlsanity.com/paper/2111.13606/) (2021)
- [Geometric Latent Diffusion Models for 3D Molecule Generation](https://mlsanity.com/paper/2305.01140/) (2023)
- [Learning to Efficiently Sample from Diffusion Probabilistic Models](https://mlsanity.com/paper/2106.03802/) (2021)
- [Predict, Refine, Synthesize: Self-Guiding Diffusion Models for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2307.11494/) (2023)
- [Non-autoregressive Conditional Diffusion Models for Time Series Prediction](https://mlsanity.com/paper/2306.05043/) (2023)
- [From Denoising Diffusions to Denoising Markov Models](https://mlsanity.com/paper/2211.03595/) (2022)
- [Continuous-Time Functional Diffusion Processes](https://mlsanity.com/paper/2303.00800/) (2023)
- [Diffusion-based Conditional ECG Generation with Structured State Space Models](https://mlsanity.com/paper/2301.08227/) (2023)
- [Regular Time-series Generation using SGM](https://mlsanity.com/paper/2301.08518/) (2023)
- [Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination](https://mlsanity.com/paper/1901.01751/) (2019)
- [Preconditioned Score-based Generative Models](https://mlsanity.com/paper/2302.06504/) (2023)
- [Non-Parametric Learning of Stochastic Differential Equations with Non-asymptotic Fast Rates of Convergence](https://mlsanity.com/paper/2305.15557/) (2023)
- [Drift Estimation for Diffusion Processes Using Neural Networks Based on Discretely Observed Independent Paths](https://mlsanity.com/paper/2511.11161/) (2025)

## Built on by (most cited first, 1 of 1)

- [Error Bounds for a Diffusion Model-Based Drift Estimator](https://mlsanity.com/paper/2606.02115/) (2026)

## Abstract (arXiv)

We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate drift estimation as a denoising problem conditional on previous observations, and propose an estimator of the drift function which is a by-product of training a conditional diffusion model capable of simulating new trajectories dynamically. Across different drift classes, the proposed estimator was found to match classical methods in low dimensions and remained consistently competitive in higher dimensions, with gains that cannot be attributed to architectural design choices alone.