# Introduction to Stochastic Differential Equations for Generative Machine Learning: A Variational Perspective

arXiv: https://arxiv.org/abs/2606.31576 · HTML: https://mlsanity.com/paper/2606.31576/

## 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 25 of its 39 references that are in the map.
- First posted on arXiv 30 Jun 2026.

## Placed in

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

## Builds on (most cited first, 25 of 25)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [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)
- [Deep Unsupervised Learning using Nonequilibrium Thermodynamics](https://mlsanity.com/paper/1503.03585/) (2015)
- [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)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [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)
- [Consistency Models](https://mlsanity.com/paper/2303.01469/) (2023)
- [Variational Diffusion Models](https://mlsanity.com/paper/2107.00630/) (2021)
- [Stochastic Interpolants: A Unifying Framework for Flows and Diffusions](https://mlsanity.com/paper/2303.08797/) (2023)
- [Improving and generalizing flow-based generative models with minibatch optimal transport](https://mlsanity.com/paper/2302.00482/) (2023)
- [Equivariant Diffusion for Molecule Generation in 3D](https://mlsanity.com/paper/2203.17003/) (2022)
- [Maximum Likelihood Training of Score-Based Diffusion Models](https://mlsanity.com/paper/2101.09258/) (2021)
- [FFJORD: Free-form Continuous Dynamics for Scalable Reversible Generative Models](https://mlsanity.com/paper/1810.01367/) (2018)
- [A Variational Perspective on Diffusion-Based Generative Models and Score Matching](https://mlsanity.com/paper/2106.02808/) (2021)
- [Simulation-free Schr"odinger bridges via score and flow matching](https://mlsanity.com/paper/2307.03672/) (2023)
- [Non-Denoising Forward-Time Diffusions](https://mlsanity.com/paper/2312.14589/) (2023)
- [Improved Techniques for Maximum Likelihood Estimation for Diffusion ODEs](https://mlsanity.com/paper/2305.03935/) (2023)
- [Neural Flow Diffusion Models: Learnable Forward Process for Improved Diffusion Modelling](https://mlsanity.com/paper/2404.12940/) (2024)
- [The Superposition of Diffusion Models Using the Ito Density Estimator](https://mlsanity.com/paper/2412.17762/) (2024)
- ["Hey, that's not an ODE": Faster ODE Adjoints via Seminorms](https://mlsanity.com/paper/2009.09457/) (2020)
- [SDE Matching: Scalable and Simulation-Free Training of Latent Stochastic Differential Equations](https://mlsanity.com/paper/2502.02472/) (2025)
- [DiffEnc: Variational Diffusion with a Learned Encoder](https://mlsanity.com/paper/2310.19789/) (2023)

## Abstract (arXiv)

The use of ordinary and stochastic differential equations has led to substantial progress in generative machine learning with applications to, for example, image, video and biomolecule generation. This paper provides a self-contained and informal introduction to the differential equations, the probabilistic framework for using them in generative modeling and the Fokker--Planck equation that governs the temporal evolution of the marginal distribution of the stochastic variables of the differential equations. The variational lower bound on the log-likelihood (the evidence lower bound, ELBO) is derived and used as a general starting point for a discussion of diffusion models, score matching, and flow matching. All of these approaches may be viewed as specific parameterizations of the most general variational approach. A one-dimensional density modeling problem is used as a simple example to compare different parameterizations.