# Tweedie's Formulae and Diffusion Generative Models Beyond Gaussian

arXiv: https://arxiv.org/abs/2605.19391 · HTML: https://mlsanity.com/paper/2605.19391/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models.
- Builds on 32 of its 74 references that are in the map.
- First posted on arXiv 19 May 2026.

## Placed in

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

## Builds on (most cited first, 30 of 32)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [U-Net: Convolutional Networks for Biomedical Image Segmentation](https://mlsanity.com/paper/1505.04597/) (2015)
- [High-Resolution Image Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2112.10752/) (2021)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Hierarchical Text-Conditional Image Generation with CLIP Latents](https://mlsanity.com/paper/2204.06125/) (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)
- [Make-A-Video: Text-to-Video Generation without Text-Video Data](https://mlsanity.com/paper/2209.14792/) (2022)
- [Large Language Diffusion Models](https://mlsanity.com/paper/2502.09992/) (2025)
- [Dream 7B: Diffusion Large Language Models](https://mlsanity.com/paper/2508.15487/) (2025)
- [Sampling is as easy as learning the score: theory for diffusion models with minimal data assumptions](https://mlsanity.com/paper/2209.11215/) (2022)
- [Seedance 1.0: Exploring the Boundaries of Video Generation Models](https://mlsanity.com/paper/2506.09113/) (2025)
- [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)
- [Improved Analysis of Score-based Generative Modeling: User-Friendly Bounds under Minimal Smoothness Assumptions](https://mlsanity.com/paper/2211.01916/) (2022)
- [Convergence for score-based generative modeling with polynomial complexity](https://mlsanity.com/paper/2206.06227/) (2022)
- [Diffusion Models are Minimax Optimal Distribution Estimators](https://mlsanity.com/paper/2303.01861/) (2023)
- [Towards Faster Non-Asymptotic Convergence for Diffusion-Based Generative Models](https://mlsanity.com/paper/2306.09251/) (2023)
- [Dirichlet Diffusion Score Model for Biological Sequence Generation](https://mlsanity.com/paper/2305.10699/) (2023)
- [Score-based Diffusion Models via Stochastic Differential Equations -- a Technical Tutorial](https://mlsanity.com/paper/2402.07487/) (2024)
- [Neural Empirical Bayes](https://mlsanity.com/paper/1903.02334/) (2019)
- [Categorical SDEs with Simplex Diffusion](https://mlsanity.com/paper/2210.14784/) (2022)
- [WeDLM: Reconciling Diffusion Language Models with Standard Causal Attention for Fast Inference](https://mlsanity.com/paper/2512.22737/) (2025)
- [Diffusion on the Probability Simplex](https://mlsanity.com/paper/2309.02530/) (2023)
- [Conditional Diffusion Guidance under Hard Constraint: A Stochastic Analysis Approach](https://mlsanity.com/paper/2602.05533/) (2026)
- [Dynamic data generation and dynamic portfolio selection: an application of a score-based diffusion model](https://mlsanity.com/paper/2507.09916/) (2025)
- [Diffusion-DFL: Decision-focused Diffusion Models for Stochastic Optimization](https://mlsanity.com/paper/2510.11590/) (2025)
- [Diffusion Generative Models Meet Compressed Sensing, with Applications to Imaging and Finance](https://mlsanity.com/paper/2509.03898/) (2025)
- [A diffusion-based generative model for financial time series via geometric Brownian motion](https://mlsanity.com/paper/2507.19003/) (2025)
- [Dale meets Langevin: A Multiplicative Denoising Diffusion Model](https://mlsanity.com/paper/2510.02730/) (2025)

## Abstract (arXiv)

Diffusion models have achieved remarkable success in generating samples from unknown data distributions. Most popular stochastic differential equation-based diffusion models perturb the target distribution by adding Gaussian noise, transforming it into a simple prior, and then use denoising score matching, a consequence of Tweedie's formula, to learn the score function and generate clean samples from noise. However, non-Gaussian diffusion models with state-dependent diffusion coefficient have been largely underexplored, as have the corresponding Tweedie's formulae. In this work, we extend Tweedie's formula to important non-Gaussian processes, including geometric Brownian motion (GBM), squared Bessel (BESQ) processes, and Cox-Ingersoll-Ross (CIR) processes, thereby yielding the corresponding denoising score-matching objectives. We then apply the derived formulae to image and financial time series generation using GBM- and CIR-based diffusion models, and to empirical Bayes estimation under the BESQ setting. The reported experimental results demonstrate the potential of non-Gaussian models.