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Discrete-time diffusion-based generative models and score matching methods have shown promising results in modeling high-dimensional image data. Recently, Song et al. (2021) show that diffusion processes that transform data into noise can be reversed via learning the score function, i.e. the gradient of the log-density of the perturbed data. They propose to plug the learned score function into an inverse formula to define a generative diffusion process. Despite the empirical success, a theoretical underpinning of this procedure is still lacking. In this work, we approach the (continuous-time) generative diffusion directly and derive a variational framework for likelihood estimation, which includes continuous-time normalizing flows as a special case, and can be seen as an infinitely deep variational autoencoder. Under this framework, we show that minimizing the score-matching loss is equivalent to maximizing a lower bound of the likelihood of the plug-in reverse SDE proposed by Song et al. (2021), bridging the theoretical gap.
While adversarial training is considered as a standard defense method against adversarial attacks for image classifiers, adversarial purification, which purifies attacked images into clean images with a standalone purification model, has shown promis
Several machine learning applications involve the optimization of higher-order derivatives (e.g., gradients of gradients) during training, which can be expensive in respect to memory and computation even with automatic differentiation. As a typical e
Diffusion-based generative models have demonstrated a capacity for perceptually impressive synthesis, but can they also be great likelihood-based models? We answer this in the affirmative, and introduce a family of diffusion-based generative models t
The imputation of missing values in time series has many applications in healthcare and finance. While autoregressive models are natural candidates for time series imputation, score-based diffusion models have recently outperformed existing counterpa
Score matching is a popular method for estimating unnormalized statistical models. However, it has been so far limited to simple, shallow models or low-dimensional data, due to the difficulty of computing the Hessian of log-density functions. We show